# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001104659-26-021528
**Filing Date:** 2026-2
**Character Count:** 3351174
**Document Hash:** 4d41b6cae397cf92c2bdab3d95e58f26
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-021528.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001104659-26-021528

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 40

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**EFFECTIVENESS DATE**: 20260227

**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-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 26699309

**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: | **Natalie Lamarque, Esquire** |
|  | **P.O. Box 876** |
|  | **Valley Forge, PA 19482** |

---

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

Date of fiscal year end: December 31

Date of reporting period: January 1, 2025—December 31, 2025

 **Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Variable Insurance Funds - Balanced Portfolio](#classnamedd68d98e-2d14-4722-b5c9-61d9db03b1df) |
|  [Variable Insurance Funds - Money Market Portfolio](#classnamec41ced34-33c1-407a-9624-8cbeabaf38bb) |
|  [Variable Insurance Funds - Short-Term Investment-Grade Portfolio](#classnamefa791ec6-c78d-4ab6-ba81-050e5e11aa65) |
|  [Variable Insurance Funds - Small Company Growth Portfolio](#classname1dbf11ad-158d-47b3-9a7b-62c7a48b6e3d) |
|  [Variable Insurance Funds - Total Bond Market Index Portfolio](#classname127e781b-0f71-4ba5-be3f-f9cce5e89d3e) |
|  [Variable Insurance Funds - Capital Growth Portfolio](#classname3d262230-179f-46b0-93f6-16778d2b073e) |
|  [Variable Insurance Funds - Diversified Value Portfolio](#classnamea1209cac-2084-4ad9-a48f-f11e43dad2e9) |
|  [Variable Insurance Funds - Equity Income Portfolio](#classnamebb01a4cf-a44f-46e1-a53c-3140b254bf65) |
|  [Variable Insurance Funds - Growth Portfolio](#classnamef98dcdc3-e2f4-4ac4-bc61-7b1c0a88a4d1) |
|  [Variable Insurance Funds - High Yield Bond Portfolio](#classnamefec6dcaa-98e2-47f6-8caa-fcc430c53267) |
|  [Variable Insurance Funds - International Portfolio](#classname5c01c783-baee-43f2-8063-9a7a23eb7e83) |

---

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Balanced Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Balanced Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $22 | 0.20% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its composite benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund's stocks outperformed their benchmark, the S&P 500 Index, mostly driven by selection in industrials, financials, and real estate. Meanwhile, information technology detracted.

* The Fund's bonds slightly underperformed their benchmark, the Bloomberg U.S. Credit A or Better Index, because of an underweight allocation to duration.

* Please note that the Fund's returns are different from those of variable annuity products that invest in the Fund, as annuity returns take insurance-related expenses into account.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Balanced Portfolio $25,998 Variable Insurance Balanced Composite Index $27,404 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765 Bloomberg U.S. Aggregate Bond Index $12,199.](tm263123d12_tsrimg012.jpg)

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Balanced Portfolio** | **Variable Insurance Balanced Composite Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2015** | $10000 | $10000 | $10000 | $10000 |
| **2016** | $10190 | $10221 | $10091 | $10303 |
| **2016** | $10499 | $10487 | $10355 | $10531 |
| **2016** | $10759 | $10773 | $10815 | $10580 |
| **2016** | $11101 | $10922 | $11262 | $10265 |
| **2017** | $11477 | $11388 | $11914 | $10349 |
| **2017** | $11785 | $11700 | $12273 | $10498 |
| **2017** | $12186 | $12085 | $12833 | $10587 |
| **2017** | $12735 | $12643 | $13645 | $10628 |
| **2018** | $12489 | $12495 | $13563 | $10473 |
| **2018** | $12583 | $12746 | $14088 | $10456 |
| **2018** | $13187 | $13403 | $15089 | $10458 |
| **2018** | $12301 | $12252 | $12923 | $10630 |
| **2019** | $13357 | $13506 | $14737 | $10942 |
| **2019** | $13877 | $14082 | $15339 | $11279 |
| **2019** | $14324 | $14377 | $15514 | $11535 |
| **2019** | $15067 | $15241 | $16916 | $11556 |
| **2020** | $12981 | $13284 | $13370 | $11920 |
| **2020** | $14565 | $15317 | $16323 | $12265 |
| **2020** | $15423 | $16266 | $17804 | $12341 |
| **2020** | $16676 | $17649 | $20432 | $12424 |
| **2021** | $17255 | $18064 | $21750 | $12005 |
| **2021** | $18345 | $19252 | $23553 | $12224 |
| **2021** | $18533 | $19326 | $23525 | $12231 |
| **2021** | $19847 | $20710 | $25675 | $12232 |
| **2022** | $18598 | $19590 | $24289 | $11506 |
| **2022** | $16656 | $17116 | $20199 | $10966 |
| **2022** | $15849 | $16284 | $19277 | $10445 |
| **2022** | $17008 | $17263 | $20661 | $10641 |
| **2023** | $17575 | $18304 | $22158 | $10956 |
| **2023** | $18309 | $19302 | $24017 | $10863 |
| **2023** | $17742 | $18685 | $23227 | $10512 |
| **2023** | $19445 | $20605 | $26045 | $11229 |
| **2024** | $20521 | $21962 | $28661 | $11142 |
| **2024** | $21043 | $22565 | $29590 | $11149 |
| **2024** | $22134 | $23873 | $31412 | $11728 |
| **2024** | $22323 | $23974 | $32263 | $11369 |
| **2025** | $21957 | $23513 | $30692 | $11685 |
| **2025** | $23829 | $25316 | $34095 | $11826 |
| **2025** | $25200 | $26856 | $36897 | $12067 |
| **2025** | $25998 | $27404 | $37765 | $12199 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Balanced Portfolio | 16.46% | 9.29% | 10.03% |
| Variable Insurance Balanced Composite Index | 14.31% | 9.20% | 10.61% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |
| Bloomberg U.S. Aggregate Bond Index | 7.30% | -0.36% | 2.01% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $3820 |
| Number of Portfolio Holdings | 1515 |
| Portfolio Turnover Rate | 68% |
| Total Investment Advisory Fees (in thousands) | $1528 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 8.1% |
| Consumer Discretionary | 8.2% |
| Consumer Staples | 4.2% |
| Energy | 3.8% |
| Financials | 17.0% |
| Health Care | 9.5% |
| Industrials | 5.2% |
| Information Technology | 22.6% |
| Materials | 1.7% |
| Other | 10.7% |
| Real Estate | 2.3% |
| Utilities | 5.3% |
| Other Assets and Liabilities—Net | 1.4% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR106

# Vanguard Variable Insurance Funds - Money Market Portfolio
![Image](tm263123d12_tsrimg011.jpg)

#### Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Money Market Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $15 | 0.15% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1353 |
| Number of Portfolio Holdings | 239 |
| Total Investment Advisory Fees (in thousands) | $19 |

---

## Distribution by Effective Maturity % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| 1 to 7 Days | 46.1% |
| 8 to 30 Days | 9.7% |
| 31 to 60 Days | 16.7% |
| 61 to 90 Days | 10.4% |
| 91 to 180 Days | 19.5% |
| Over 180 Days | 0.5% |
| Other Assets and Liabilities—Net | (2.9%) |

---

#### 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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR104

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Short-Term Investment-Grade Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $14 | 0.14% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund's overweight allocation to overall credit risk helped its performance relative to its benchmark. Out-of-benchmark allocations to asset-backed securities and selection among investment-grade corporate issuers also added value.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio $13,192 Bloomberg U.S. 1-5 Year Credit Bond Index $13,232 Bloomberg U.S. Aggregate Bond Index $12,199.](tm263123d12_tsrimg001.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio** | **Bloomberg U.S. 1-5 Year Credit Bond Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $10175 | $10173 | $10303 |
| **2016** | $10310 | $10307 | $10531 |
| **2016** | $10368 | $10351 | $10580 |
| **2016** | $10272 | $10258 | $10265 |
| **2017** | $10358 | $10349 | $10349 |
| **2017** | $10427 | $10437 | $10498 |
| **2017** | $10496 | $10510 | $10587 |
| **2017** | $10496 | $10496 | $10628 |
| **2018** | $10435 | $10422 | $10473 |
| **2018** | $10455 | $10450 | $10456 |
| **2018** | $10515 | $10516 | $10458 |
| **2018** | $10595 | $10613 | $10630 |
| **2019** | $10816 | $10867 | $10942 |
| **2019** | $11023 | $11090 | $11279 |
| **2019** | $11137 | $11217 | $11535 |
| **2019** | $11199 | $11311 | $11556 |
| **2020** | $11060 | $11173 | $11920 |
| **2020** | $11591 | $11691 | $12265 |
| **2020** | $11697 | $11786 | $12341 |
| **2020** | $11814 | $11898 | $12424 |
| **2021** | $11750 | $11830 | $12005 |
| **2021** | $11837 | $11903 | $12224 |
| **2021** | $11848 | $11914 | $12231 |
| **2021** | $11761 | $11832 | $12232 |
| **2022** | $11322 | $11401 | $11506 |
| **2022** | $11121 | $11201 | $10966 |
| **2022** | $10909 | $10978 | $10445 |
| **2022** | $11088 | $11174 | $10641 |
| **2023** | $11302 | $11368 | $10956 |
| **2023** | $11291 | $11359 | $10863 |
| **2023** | $11314 | $11387 | $10512 |
| **2023** | $11770 | $11838 | $11229 |
| **2024** | $11837 | $11898 | $11142 |
| **2024** | $11955 | $12011 | $11149 |
| **2024** | $12405 | $12456 | $11728 |
| **2024** | $12346 | $12397 | $11369 |
| **2025** | $12599 | $12643 | $11685 |
| **2025** | $12821 | $12868 | $11826 |
| **2025** | $13032 | $13070 | $12067 |
| **2025** | $13192 | $13232 | $12199 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio | 6.85% | 2.23% | 2.81% |
| Bloomberg U.S. 1-5 Year Credit Bond Index | 6.74% | 2.15% | 2.84% |
| Bloomberg U.S. Aggregate Bond Index | 7.30% | -0.36% | 2.01% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2567 |
| Number of Portfolio Holdings | 2114 |
| Portfolio Turnover Rate | 104% |
| Total Investment Advisory Fees (in thousands) | $466 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 4.9% |
| Consumer Discretionary | 5.1% |
| Consumer Staples | 5.0% |
| Energy | 5.8% |
| Financials | 29.0% |
| Health Care | 6.9% |
| Industrials | 4.9% |
| Materials | 1.7% |
| Real Estate | 2.9% |
| Technology | 5.3% |
| Utilities | 5.7% |
| Other | 21.1% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 1.7% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR274

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Small Company Growth Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Small Company Growth Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $30 | 0.29% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund underperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* Relative to the benchmark, the Fund's stock selection underperformed in seven of 11 industry sectors, with the biggest detractors being in industrials and information technology. This more than offset the Fund's better performance in other sectors. 

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Small Company Growth Portfolio $25,037 Russell 2500 Growth Index $27,272 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765.](tm263123d12_tsrimg007.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Small Company Growth Portfolio** | **Russell 2500 Growth Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $9772 | $9734 | $10091 |
| **2016** | $10120 | $9997 | $10355 |
| **2016** | $11184 | $10695 | $10815 |
| **2016** | $11494 | $10973 | $11262 |
| **2017** | $12260 | $11659 | $11914 |
| **2017** | $12784 | $12140 | $12273 |
| **2017** | $13487 | $12841 | $12833 |
| **2017** | $14190 | $13656 | $13645 |
| **2018** | $14509 | $13981 | $13563 |
| **2018** | $15527 | $14754 | $14088 |
| **2018** | $16630 | $15811 | $15089 |
| **2018** | $13166 | $12637 | $12923 |
| **2019** | $15486 | $15036 | $14737 |
| **2019** | $15741 | $15659 | $15339 |
| **2019** | $15318 | $15161 | $15514 |
| **2019** | $16859 | $16763 | $16916 |
| **2020** | $11719 | $12871 | $13370 |
| **2020** | $15544 | $17101 | $16323 |
| **2020** | $16511 | $18704 | $17804 |
| **2020** | $20768 | $23547 | $20432 |
| **2021** | $22449 | $24133 | $21750 |
| **2021** | $23899 | $25589 | $23553 |
| **2021** | $23291 | $24685 | $23525 |
| **2021** | $23720 | $24735 | $25675 |
| **2022** | $21564 | $21691 | $24289 |
| **2022** | $17168 | $17450 | $20199 |
| **2022** | $16557 | $17429 | $19277 |
| **2022** | $17707 | $18251 | $20661 |
| **2023** | $19393 | $19446 | $22158 |
| **2023** | $20391 | $20693 | $24017 |
| **2023** | $18839 | $19278 | $23227 |
| **2023** | $21185 | $21706 | $26045 |
| **2024** | $22605 | $23553 | $28661 |
| **2024** | $21843 | $22561 | $29590 |
| **2024** | $23366 | $24137 | $31412 |
| **2024** | $23596 | $24723 | $32263 |
| **2025** | $21296 | $22053 | $30692 |
| **2025** | $23173 | $24548 | $34095 |
| **2025** | $24736 | $27182 | $36897 |
| **2025** | $25037 | $27272 | $37765 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Small Company Growth Portfolio | 6.11% | 3.81% | 9.61% |
| Russell 2500 Growth Index | 10.31% | 2.98% | 10.55% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1462 |
| Number of Portfolio Holdings | 527 |
| Portfolio Turnover Rate | 60% |
| Total Investment Advisory Fees (in thousands) | $1296 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 3.1% |
| Consumer Discretionary | 9.9% |
| Consumer Staples | 2.3% |
| Energy | 1.9% |
| Financials | 8.4% |
| Health Care | 26.1% |
| Industrials | 20.8% |
| Information Technology | 19.4% |
| Materials | 1.9% |
| Real Estate | 1.1% |
| Utilities | 0.3% |
| Other Assets and Liabilities—Net | 4.8% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR161

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Total Bond Market Index Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $14 | 0.14% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund performed roughly in line with its benchmark.

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times.

* While Treasuries had the heaviest weighting in the fund, mortgage-backed securities and corporate bonds outperformed them. By maturity, bonds in the 5- to 15-year range had the strongest returns. Lower-quality bonds outperformed their higher-quality counterparts.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future.Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio $12,072 Bloomberg U.S. Aggregate Float Adjusted Index $12,250.](tm263123d12_tsrimg006.jpg)

---

| | | |
|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio** | **Bloomberg U.S. Aggregate Float Adjusted Index** |
| **2015** | $10000 | $10000 |
| **2016** | $10308 | $10312 |
| **2016** | $10543 | $10552 |
| **2016** | $10587 | $10599 |
| **2016** | $10247 | $10275 |
| **2017** | $10335 | $10362 |
| **2017** | $10487 | $10517 |
| **2017** | $10568 | $10605 |
| **2017** | $10613 | $10648 |
| **2018** | $10443 | $10490 |
| **2018** | $10425 | $10470 |
| **2018** | $10425 | $10474 |
| **2018** | $10590 | $10640 |
| **2019** | $10905 | $10958 |
| **2019** | $11235 | $11304 |
| **2019** | $11509 | $11567 |
| **2019** | $11509 | $11584 |
| **2020** | $11879 | $11951 |
| **2020** | $12227 | $12313 |
| **2020** | $12304 | $12393 |
| **2020** | $12381 | $12481 |
| **2021** | $11940 | $12037 |
| **2021** | $12179 | $12272 |
| **2021** | $12179 | $12278 |
| **2021** | $12169 | $12284 |
| **2022** | $11441 | $11545 |
| **2022** | $10888 | $10999 |
| **2022** | $10387 | $10484 |
| **2022** | $10561 | $10679 |
| **2023** | $10888 | $11000 |
| **2023** | $10793 | $10906 |
| **2023** | $10447 | $10566 |
| **2023** | $11150 | $11276 |
| **2024** | $11062 | $11195 |
| **2024** | $11073 | $11204 |
| **2024** | $11645 | $11778 |
| **2024** | $11288 | $11426 |
| **2025** | $11591 | $11740 |
| **2025** | $11736 | $11883 |
| **2025** | $11960 | $12120 |
| **2025** | $12072 | $12250 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio | 6.94% | -0.51% | 1.90% |
| Bloomberg U.S. Aggregate Float Adjusted Index | 7.21% | -0.37% | 2.05% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $5170 |
| Number of Portfolio Holdings | 11198 |
| Portfolio Turnover Rate | 45% |
| Total Investment Advisory Fees (in thousands) | $171 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.1% |
| Corporate Bonds | 25.0% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 68.3% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 0.9% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR257

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Capital Growth Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Capital Growth Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $39 | 0.34% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund outperformed the index in 10 of 11 industry sectors for the 12 months. Stock selection in information technology, health care, and consumer discretionary contributed the most to relative performance. Selection in industrials detracted the most.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Capital Growth Portfolio $40,326 S&P 500 Index $39,827 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765.](tm263123d12_tsrimg002.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Capital Growth Portfolio** | **S&P 500 Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $9834 | $10135 | $10091 |
| **2016** | $9865 | $10384 | $10355 |
| **2016** | $10811 | $10784 | $10815 |
| **2016** | $11084 | $11196 | $11262 |
| **2017** | $11983 | $11875 | $11914 |
| **2017** | $12650 | $12242 | $12273 |
| **2017** | $13341 | $12790 | $12833 |
| **2017** | $14280 | $13640 | $13645 |
| **2018** | $14512 | $13537 | $13563 |
| **2018** | $14938 | $14002 | $14088 |
| **2018** | $16307 | $15081 | $15089 |
| **2018** | $14112 | $13042 | $12923 |
| **2019** | $15530 | $14822 | $14737 |
| **2019** | $15837 | $15460 | $15339 |
| **2019** | $15985 | $15723 | $15514 |
| **2019** | $17851 | $17149 | $16916 |
| **2020** | $14379 | $13788 | $13370 |
| **2020** | $16842 | $16620 | $16323 |
| **2020** | $18475 | $18105 | $17804 |
| **2020** | $20970 | $20304 | $20432 |
| **2021** | $23024 | $21558 | $21750 |
| **2021** | $24572 | $23401 | $23553 |
| **2021** | $23753 | $23537 | $23525 |
| **2021** | $25488 | $26132 | $25675 |
| **2022** | $24260 | $24931 | $24289 |
| **2022** | $20986 | $20916 | $20199 |
| **2022** | $19693 | $19895 | $19277 |
| **2022** | $21541 | $21399 | $20661 |
| **2023** | $23021 | $23004 | $22158 |
| **2023** | $25185 | $25015 | $24017 |
| **2023** | $25119 | $24196 | $23227 |
| **2023** | $27568 | $27025 | $26045 |
| **2024** | $30093 | $29878 | $28661 |
| **2024** | $31769 | $31157 | $29590 |
| **2024** | $31984 | $32992 | $31412 |
| **2024** | $31266 | $33786 | $32263 |
| **2025** | $30861 | $32343 | $30692 |
| **2025** | $33242 | $35882 | $34095 |
| **2025** | $36634 | $38797 | $36897 |
| **2025** | $40326 | $39827 | $37765 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Capital Growth Portfolio | 28.98% | 13.97% | 14.96% |
| S&P 500 Index | 17.88% | 14.42% | 14.82% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2389 |
| Number of Portfolio Holdings | 132 |
| Portfolio Turnover Rate | 15% |
| Total Investment Advisory Fees (in thousands) | $3102 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 7.5% |
| Consumer Discretionary | 13.3% |
| Consumer Staples | 0.9% |
| Energy | 1.3% |
| Financials | 7.6% |
| Health Care | 24.7% |
| Industrials | 12.8% |
| Information Technology | 26.9% |
| Materials | 1.3% |
| Other Assets and Liabilities—Net | 3.7% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR277

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Diversified Value Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Diversified Value Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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. **The report describes changes to the Fund that occurred during the reporting period.**

## **What were the Fund costs for the last year?** 
(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 | $30 | 0.28% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund's holdings in financials contributed most to its outperformance. Real estate and health care were also top contributors. 

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Diversified Value Portfolio $30,391 Russell 1000 Value Index $27,213 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765.](tm263123d12_tsrimg010.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Diversified Value Portfolio** | **Russell 1000 Value Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $10055 | $10164 | $10091 |
| **2016** | $10445 | $10630 | $10355 |
| **2016** | $10702 | $11000 | $10815 |
| **2016** | $11296 | $11734 | $11262 |
| **2017** | $11755 | $12118 | $11914 |
| **2017** | $12063 | $12281 | $12273 |
| **2017** | $12123 | $12663 | $12833 |
| **2017** | $12783 | $13337 | $13645 |
| **2018** | $12152 | $12960 | $13563 |
| **2018** | $12452 | $13112 | $14088 |
| **2018** | $13409 | $13860 | $15089 |
| **2018** | $11617 | $12235 | $12923 |
| **2019** | $12845 | $13695 | $14737 |
| **2019** | $13351 | $14221 | $15339 |
| **2019** | $13538 | $14414 | $15514 |
| **2019** | $14603 | $15482 | $16916 |
| **2020** | $10846 | $11344 | $13370 |
| **2020** | $12913 | $12965 | $16323 |
| **2020** | $13745 | $13690 | $17804 |
| **2020** | $16323 | $15915 | $20432 |
| **2021** | $18355 | $17706 | $21750 |
| **2021** | $19660 | $18628 | $23553 |
| **2021** | $19734 | $18483 | $23525 |
| **2021** | $21296 | $19919 | $25675 |
| **2022** | $20948 | $19772 | $24289 |
| **2022** | $17907 | $17358 | $20199 |
| **2022** | $16939 | $16383 | $19277 |
| **2022** | $18849 | $18418 | $20661 |
| **2023** | $19658 | $18603 | $22158 |
| **2023** | $20730 | $19361 | $24017 |
| **2023** | $20354 | $18748 | $23227 |
| **2023** | $22643 | $20529 | $26045 |
| **2024** | $24592 | $22373 | $28661 |
| **2024** | $24732 | $21889 | $29590 |
| **2024** | $25998 | $23953 | $31412 |
| **2024** | $26014 | $23478 | $32263 |
| **2025** | $25624 | $23980 | $30692 |
| **2025** | $27190 | $24888 | $34095 |
| **2025** | $28895 | $26215 | $36897 |
| **2025** | $30391 | $27213 | $37765 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Diversified Value Portfolio | 16.83% | 13.24% | 11.76% |
| Russell 1000 Value Index | 15.91% | 11.33% | 10.53% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1443 |
| Number of Portfolio Holdings | 142 |
| Portfolio Turnover Rate | 79% |
| Total Investment Advisory Fees (in thousands) | $1658 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 6.6% |
| Consumer Discretionary | 7.2% |
| Consumer Staples | 4.5% |
| Energy | 8.4% |
| Financials | 23.2% |
| Health Care | 11.7% |
| Industrials | 11.8% |
| Information Technology | 12.1% |
| Materials | 5.5% |
| Real Estate | 0.7% |
| Utilities | 3.0% |
| Other Assets and Liabilities—Net | 5.3% |

---

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

## How has the Fund changed?
During the reporting period, Lazard Asset Management LLC was removed as an investment advisor to the Fund, and Aristotle Capital Management, LLC and Harris Associates L.P. were added as investment advisors to the Fund.

This is a summary of certain changes to the Fund since December 31, 2024. For more complete information, you may review the Fund's next prospectus, which we expect to be available by April 30, 2026, at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

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

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR278

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Equity Income Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Equity Income Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $31 | 0.29% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund outperformed the index in eight of 11 industry sectors for the 12 months. Stock selection in materials, consumer discretionary, and utilities contributed the most to relative performance, while an underweight allocation to information technology detracted the most.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Equity Income Portfolio $29,745 FTSE High Dividend Yield Index $29,375 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765.](tm263123d12_tsrimg008.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Equity Income Portfolio** | **FTSE High Dividend Yield Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $10325 | $10414 | $10091 |
| **2016** | $10767 | $10871 | $10355 |
| **2016** | $10960 | $11052 | $10815 |
| **2016** | $11507 | $11696 | $11262 |
| **2017** | $12000 | $12089 | $11914 |
| **2017** | $12220 | $12262 | $12273 |
| **2017** | $12789 | $12819 | $12833 |
| **2017** | $13607 | $13628 | $13645 |
| **2018** | $13241 | $13244 | $13563 |
| **2018** | $13421 | $13426 | $14088 |
| **2018** | $14132 | $14197 | $15089 |
| **2018** | $12795 | $12830 | $12923 |
| **2019** | $14182 | $14207 | $14737 |
| **2019** | $14623 | $14599 | $15339 |
| **2019** | $14913 | $14960 | $15514 |
| **2019** | $15920 | $15940 | $16916 |
| **2020** | $12305 | $12124 | $13370 |
| **2020** | $13844 | $13644 | $16323 |
| **2020** | $14521 | $14133 | $17804 |
| **2020** | $16438 | $16124 | $20432 |
| **2021** | $18060 | $17902 | $21750 |
| **2021** | $19001 | $18715 | $23553 |
| **2021** | $18956 | $18597 | $23525 |
| **2021** | $20601 | $20347 | $25675 |
| **2022** | $20804 | $20496 | $24289 |
| **2022** | $19030 | $18728 | $20199 |
| **2022** | $17986 | $17611 | $19277 |
| **2022** | $20464 | $20281 | $20661 |
| **2023** | $20096 | $19915 | $22158 |
| **2023** | $20734 | $20195 | $24017 |
| **2023** | $20290 | $19809 | $23227 |
| **2023** | $22122 | $21617 | $26045 |
| **2024** | $23831 | $23585 | $28661 |
| **2024** | $23678 | $23309 | $29590 |
| **2024** | $25700 | $25363 | $31412 |
| **2024** | $25467 | $25432 | $32263 |
| **2025** | $26103 | $25879 | $30692 |
| **2025** | $27203 | $26945 | $34095 |
| **2025** | $28792 | $28666 | $36897 |
| **2025** | $29745 | $29375 | $37765 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Equity Income Portfolio | 16.80% | 12.59% | 11.52% |
| FTSE High Dividend Yield Index | 15.50% | 12.75% | 11.38% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2385 |
| Number of Portfolio Holdings | 186 |
| Portfolio Turnover Rate | 58% |
| Total Investment Advisory Fees (in thousands) | $1520 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 2.1% |
| Consumer Discretionary | 5.7% |
| Consumer Staples | 9.7% |
| Energy | 7.1% |
| Financials | 20.5% |
| Health Care | 15.5% |
| Industrials | 10.9% |
| Information Technology | 12.7% |
| Materials | 3.6% |
| Real Estate | 2.2% |
| Utilities | 7.4% |
| Other Assets and Liabilities—Net | 2.6% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR108

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - Growth Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about Growth Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $39 | 0.36% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund underperformed its benchmark.

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times.

* Stock selection in the information technology, consumer discretionary, and communication services sectors—plus an overweight allocation to financials—detracted the most from relative returns. An underweight allocation to consumer staples contributed the most, followed by selection in industrials and real estate.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - Growth Portfolio $42,554 Russell 1000 Growth Index $52,906 Dow Jones U.S. Total Stock Market Float Adjusted Index $37,765.](tm263123d12_tsrimg003.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Growth Portfolio** | **Russell 1000 Growth Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $9661 | $10074 | $10091 |
| **2016** | $9686 | $10136 | $10355 |
| **2016** | $10238 | $10600 | $10815 |
| **2016** | $9892 | $10708 | $11262 |
| **2017** | $10753 | $11662 | $11914 |
| **2017** | $11395 | $12206 | $12273 |
| **2017** | $12200 | $12926 | $12833 |
| **2017** | $12950 | $13943 | $13645 |
| **2018** | $13431 | $14140 | $13563 |
| **2018** | $14147 | $14954 | $14088 |
| **2018** | $15188 | $16325 | $15089 |
| **2018** | $12976 | $13732 | $12923 |
| **2019** | $14986 | $15943 | $14737 |
| **2019** | $16101 | $16682 | $15339 |
| **2019** | $16127 | $16930 | $15514 |
| **2019** | $17364 | $18729 | $16916 |
| **2020** | $15196 | $16088 | $13370 |
| **2020** | $19765 | $20567 | $16323 |
| **2020** | $21964 | $23285 | $17804 |
| **2020** | $24847 | $25938 | $20432 |
| **2021** | $25007 | $26182 | $21750 |
| **2021** | $27678 | $29307 | $23553 |
| **2021** | $28014 | $29646 | $23525 |
| **2021** | $29285 | $33096 | $25675 |
| **2022** | $25982 | $30103 | $24289 |
| **2022** | $19772 | $23805 | $20199 |
| **2022** | $19040 | $22949 | $19277 |
| **2022** | $19514 | $23453 | $20661 |
| **2023** | $22166 | $26822 | $22158 |
| **2023** | $24896 | $30258 | $24017 |
| **2023** | $24033 | $29310 | $23227 |
| **2023** | $27345 | $33462 | $26045 |
| **2024** | $30920 | $37281 | $28661 |
| **2024** | $33257 | $40388 | $29590 |
| **2024** | $34610 | $41677 | $31412 |
| **2024** | $36407 | $44623 | $32263 |
| **2025** | $32669 | $40175 | $30692 |
| **2025** | $38853 | $47342 | $34095 |
| **2025** | $41951 | $52318 | $36897 |
| **2025** | $42554 | $52906 | $37765 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Growth Portfolio | 16.89% | 11.36% | 15.58% |
| Russell 1000 Growth Index | 18.56% | 15.32% | 18.13% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1773 |
| Number of Portfolio Holdings | 55 |
| Portfolio Turnover Rate | 49% |
| Total Investment Advisory Fees (in thousands) | $1762 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communication Services | 12.7% |
| Consumer Discretionary | 11.8% |
| Financials | 8.8% |
| Health Care | 8.7% |
| Industrials | 6.5% |
| Information Technology | 48.4% |
| Other | 0.8% |
| Real Estate | 1.6% |
| Other Assets and Liabilities—Net | 0.7% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR109

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - High Yield Bond Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about High Yield Bond Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $25 | 0.24% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund outperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The Federal Reserve lowered rates three times. 

* The advisor favors bonds of higher credit quality than the broader high-yield market in the belief that lower-quality bonds do not adequately compensate investors over the long term for the increased risk. 

* Security selection within the energy, wireless, pharmaceutical, and automotive sectors contributed the most to performance. Selection within cable and satellite stocks detracted.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - High Yield Bond Portfolio $17,278 High-Yield Corporate Composite Index $17,795 Bloomberg U.S. Aggregate Bond Index $12,199.](tm263123d12_tsrimg004.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - High Yield Bond Portfolio** | **High-Yield Corporate Composite Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2015** | $10000 | $10000 | $10000 |
| **2016** | $10243 | $10313 | $10303 |
| **2016** | $10578 | $10724 | $10531 |
| **2016** | $11052 | $11227 | $10580 |
| **2016** | $11135 | $11341 | $10265 |
| **2017** | $11388 | $11586 | $10349 |
| **2017** | $11681 | $11831 | $10498 |
| **2017** | $11915 | $12045 | $10587 |
| **2017** | $11915 | $12089 | $10628 |
| **2018** | $11744 | $11961 | $10473 |
| **2018** | $11790 | $12031 | $10456 |
| **2018** | $12098 | $12294 | $10458 |
| **2018** | $11590 | $11882 | $10630 |
| **2019** | $12441 | $12704 | $10942 |
| **2019** | $12834 | $13064 | $11279 |
| **2019** | $13063 | $13298 | $11535 |
| **2019** | $13407 | $13618 | $11556 |
| **2020** | $11969 | $12161 | $11920 |
| **2020** | $12981 | $13357 | $12265 |
| **2020** | $13521 | $13890 | $12341 |
| **2020** | $14167 | $14644 | $12424 |
| **2021** | $14123 | $14687 | $12005 |
| **2021** | $14469 | $15046 | $12224 |
| **2021** | $14615 | $15177 | $12231 |
| **2021** | $14688 | $15280 | $12232 |
| **2022** | $14022 | $14538 | $11506 |
| **2022** | $12815 | $13230 | $10966 |
| **2022** | $12719 | $13129 | $10445 |
| **2022** | $13332 | $13704 | $10641 |
| **2023** | $13757 | $14164 | $10956 |
| **2023** | $13898 | $14340 | $10863 |
| **2023** | $13878 | $14364 | $10512 |
| **2023** | $14886 | $15368 | $11229 |
| **2024** | $15012 | $15550 | $11142 |
| **2024** | $15183 | $15733 | $11149 |
| **2024** | $15889 | $16412 | $11728 |
| **2024** | $15825 | $16381 | $11369 |
| **2025** | $16042 | $16582 | $11685 |
| **2025** | $16637 | $17146 | $11826 |
| **2025** | $16980 | $17530 | $12067 |
| **2025** | $17278 | $17795 | $12199 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - High Yield Bond Portfolio | 9.18% | 4.05% | 5.62% |
| High-Yield Corporate Composite Index | 8.63% | 3.97% | 5.93% |
| Bloomberg U.S. Aggregate Bond Index | 7.30% | -0.36% | 2.01% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $811 |
| Number of Portfolio Holdings | 1010 |
| Portfolio Turnover Rate | 46% |
| Total Investment Advisory Fees (in thousands) | $344 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Communications | 12.9% |
| Consumer Discretionary | 15.4% |
| Consumer Staples | 3.5% |
| Energy | 10.5% |
| Financials | 10.1% |
| Health Care | 6.9% |
| Industrials | 7.1% |
| Materials | 9.6% |
| Real Estate | 2.0% |
| Technology | 5.5% |
| Utilities | 2.4% |
| Other | 9.0% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 5.1% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR260

![Image](tm263123d12_tsrimg009.jpg)

# Vanguard Variable Insurance Funds - International Portfolio

# Annual Shareholder Report \| December 31, 2025
This annual shareholder report contains important information about International Portfolio (the "Fund") for the period of January 1, 2025, to December 31, 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 year?** 
(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 | $35 | 0.32% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2025, the Fund underperformed its benchmark. 

* The first part of the year was marked by volatility in the financial markets amid fears that U.S. tariff announcements might spark trade wars and drag down global growth. Despite these concerns, markets posted solid gains for the year, buoyed by optimism surrounding artificial intelligence, robust corporate earnings, and a more dovish monetary policy. The European Central Bank and the Bank of England each cut interest rates four times, while the Federal Reserve lowered rates three times. 

* The Fund's stock selection lagged that of the benchmark in six of 11 industry sectors, notably in consumer discretionary, information technology, financials, and industrials. On the positive side, stock selection in communication services, an underweight allocation to energy, and no exposure to real estate helped relative performance. By region, Europe detracted most.

* The Fund's returns differ from those of variable annuity products that invest in the Fund. Annuity returns take insurance-related fees and expenses into account, and the Fund's returns do not.

## How did the Fund perform over the past 10 years?
**Keep in mind that the Fund's past performance does not indicate how the Fund will perform in the future. Updated performance information is available on our website at vanguard.com/performance or by calling Vanguard toll-free at 800-662-7447. The graph and returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares. Nor do the returns reflect fees and expenses associated with the annuity or life insurance program through which a shareholder invests. If these fees and expenses were included, the Fund's returns would be lower.**

### **Cumulative Performance: December 31, 2015, Through December 31, 2025** 

### Initial Investment of $10,000
![Line graph showing cumulative performance of $10,000 investment from December 31, 2015 through December 31, 2025. By the end of the period, the respective class' and index(es)' ending values are Vanguard Variable Insurance Funds - International Portfolio $27,094 MSCI All Country World Index ex USA Net $22,432.](tm263123d12_tsrimg005.jpg)

---

| | | |
|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - International Portfolio** | **MSCI All Country World Index ex USA Net** |
| **2015** | $10000 | $10000 |
| **2016** | $9770 | $9962 |
| **2016** | $9843 | $9898 |
| **2016** | $10913 | $10582 |
| **2016** | $10193 | $10450 |
| **2017** | $11473 | $11271 |
| **2017** | $12648 | $11923 |
| **2017** | $13982 | $12657 |
| **2017** | $14535 | $13291 |
| **2018** | $15013 | $13134 |
| **2018** | $15100 | $12790 |
| **2018** | $14914 | $12881 |
| **2018** | $12702 | $11404 |
| **2019** | $14580 | $12580 |
| **2019** | $15057 | $12955 |
| **2019** | $14632 | $12722 |
| **2019** | $16667 | $13857 |
| **2020** | $13991 | $10621 |
| **2020** | $18524 | $12333 |
| **2020** | $21495 | $13104 |
| **2020** | $26264 | $15334 |
| **2021** | $26002 | $15869 |
| **2021** | $27865 | $16738 |
| **2021** | $26562 | $16238 |
| **2021** | $25859 | $16533 |
| **2022** | $21705 | $15634 |
| **2022** | $17845 | $13488 |
| **2022** | $15992 | $12152 |
| **2022** | $18070 | $13887 |
| **2023** | $20254 | $14841 |
| **2023** | $20465 | $15203 |
| **2023** | $18618 | $14629 |
| **2023** | $20718 | $16056 |
| **2024** | $21773 | $16808 |
| **2024** | $22276 | $16970 |
| **2024** | $23890 | $18338 |
| **2024** | $22585 | $16945 |
| **2025** | $22906 | $17831 |
| **2025** | $26175 | $19977 |
| **2025** | $27369 | $21354 |
| **2025** | $27094 | $22432 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - International Portfolio | 19.97% | 0.62% | 10.48% |
| MSCI All Country World Index ex USA Net | 32.39% | 7.91% | 8.41% |

---

## Fund Statistics (as of December 31, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $3304 |
| Number of Portfolio Holdings | 129 |
| Portfolio Turnover Rate | 20% |
| Total Investment Advisory Fees (in thousands) | $4075 |

---

## Portfolio Composition % of Net Assets (as of December 31, 2025)

---

| | |
|:---|:---|
| Asia | 37.7% |
| Europe | 46.2% |
| North America | 9.8% |
| Oceania | 0.9% |
| South America | 2.6% |
| Other Assets and Liabilities—Net | 2.8% |

---

#### 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.

![Image](tm263123d12_tsrimg009.jpg)

**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© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR110

**Item 2: Code of Ethics.** 

The Registrant has adopted a code of ethics that applies to the Registrant's principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.

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

All members of the Audit and Risk Committee have been determined by the Registrant's Board of Trustees to be Audit Committee Financial Experts and to be independent: Sarah Bloom Raskin, Peter F. Volanakis, Tara Bunch, and Mark Loughridge.

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

Includes fees billed in connection with services to the Registrant only.

---

| | | |
|:---|:---|:---|
|  | Fiscal Year Ended<br> December 31,<br> 2025 | Fiscal Year Ended <br> December 31,<br> 2024 |
| (a) Audit Fees. | $620000 | $628000 |
| (b) Audit-Related Fees. | 0 | 0 |
| (c) Tax Fees. | 0 | 0 |
| (d) All Other Fees. | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total. | $620000 | $628000 |

---

(e) (1) Pre-Approval Policies. The audit committee is responsible
for pre-approving all audit and non-audit services provided by PwC to: (i) the Vanguard funds; and (ii) Vanguard, or any entity controlled
by Vanguard that provides ongoing services to the Vanguard funds. All services provided to Vanguard entities by the independent auditor,
whether or not they are subject to preapproval, must be disclosed to the audit committee. The audit committee chair may preapprove any
permissible audit and non-audit services as long as any preapproval is brought to the attention of the full audit committee at the next
scheduled meeting.

(2) No percentage of the principal accountant's fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

(f) For the most recent fiscal year, over 50% of the hours worked
under the principal accountant's engagement were <u>not</u> performed by persons other than full-time, permanent employees
of the principal accountant.

(g) Aggregate Non-Audit Fees.

Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

---

| | | |
|:---|:---|:---|
|  | Fiscal Year Ended <br> December 31,<br> 2025 | Fiscal Year Ended<br> December 31,<br> 2024 |
| Non-audit fees to the Registrant only, listed as (b) through (d) above. | $0 | $0 |
| Non-audit Fees to other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Audit-Related Fees. | $3947067 | $3802420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tax Fees. | $1575446 | $2062604 |
| &nbsp;&nbsp;&nbsp;&nbsp; All Other Fees. | $25000 | $293000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total. | $5547513 | $6158024 |

---

(h) For the most recent fiscal year, the Audit and Risk Committee
has determined that the provision of all non-audit services was consistent with maintaining the principal accountant's independence.

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

The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 ("Exchange Act"). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant's audit committee members are: Sarah Bloom Raskin, Peter F. Volanakis, Tara Bunch, and Mark Loughridge.

**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.**

![](tm263123d12vvifbalncedi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Balanced Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 35 |
| Tax information<br>| 36 |

---

------

Balanced Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (65.3%)** | **Common Stocks (65.3%)** |  |  |
| **Communication Services (6.8%)** | **Communication Services (6.8%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;500394 | &nbsp;&nbsp;&nbsp;&nbsp; 156623 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;84606 | &nbsp;&nbsp;&nbsp;&nbsp; 55848 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115355 | &nbsp;&nbsp;&nbsp;&nbsp; 23422 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;199495 | &nbsp;&nbsp;&nbsp;&nbsp; 22696 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **258589** |
| **Consumer Discretionary (7.6%)** | **Consumer Discretionary (7.6%)** |  |  |
| \* | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;515054 | &nbsp;&nbsp;&nbsp;&nbsp; 118885 |
| \* | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97637 | &nbsp;&nbsp;&nbsp;&nbsp; 43909 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;95181 | &nbsp;&nbsp;&nbsp;&nbsp; 29529 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81086 | &nbsp;&nbsp;&nbsp;&nbsp; 27902 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96267 | &nbsp;&nbsp;&nbsp;&nbsp; 17715 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97885 | &nbsp;&nbsp;&nbsp;&nbsp; 15036 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;289144 | &nbsp;&nbsp;&nbsp;&nbsp; 14460 |
| \* | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154148 | &nbsp;&nbsp;&nbsp;&nbsp; 14060 |
| \* | &nbsp;&nbsp;&nbsp;Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49521 | &nbsp;&nbsp;&nbsp;&nbsp; 6721 |
| \* | &nbsp;&nbsp;&nbsp;Navan Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;69022 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **289396** |
| **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;487725 | &nbsp;&nbsp;&nbsp;&nbsp; 27649 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;273858 | &nbsp;&nbsp;&nbsp;&nbsp; 17893 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;248866 | &nbsp;&nbsp;&nbsp;&nbsp; 17398 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;211619 | &nbsp;&nbsp;&nbsp;&nbsp; 13222 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51476 | &nbsp;&nbsp;&nbsp;&nbsp; 8257 |
| \* | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94863 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 |
| \* | &nbsp;&nbsp;&nbsp;Performance Food Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;65544 | &nbsp;&nbsp;&nbsp;&nbsp; 5894 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **97458** |
| **Energy (2.2%)** | **Energy (2.2%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;161652 | &nbsp;&nbsp;&nbsp;&nbsp; 29825 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;366168 | &nbsp;&nbsp;&nbsp;&nbsp; 22010 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;167136 | &nbsp;&nbsp;&nbsp;&nbsp; 20113 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64248 | &nbsp;&nbsp;&nbsp;&nbsp; 10449 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **82397** |
| **Financials (8.2%)** | **Financials (8.2%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;833955 | &nbsp;&nbsp;&nbsp;&nbsp; 77725 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;495234 | &nbsp;&nbsp;&nbsp;&nbsp; 48102 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;78193 | &nbsp;&nbsp;&nbsp;&nbsp; 44639 |
|  | &nbsp;&nbsp;&nbsp;UBS Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;691192 | &nbsp;&nbsp;&nbsp;&nbsp; 31915 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24198 | &nbsp;&nbsp;&nbsp;&nbsp; 25900 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;72412 | &nbsp;&nbsp;&nbsp;&nbsp; 23333 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;93669 | &nbsp;&nbsp;&nbsp;&nbsp; 16629 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128547 | &nbsp;&nbsp;&nbsp;&nbsp; 16387 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;178120 | &nbsp;&nbsp;&nbsp;&nbsp; 15238 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;52811 | &nbsp;&nbsp;&nbsp;&nbsp; 13667 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **313535** |
| **Health Care (7.3%)** | **Health Care (7.3%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;45217 | &nbsp;&nbsp;&nbsp;&nbsp; 48594 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;364331 | &nbsp;&nbsp;&nbsp;&nbsp; 38349 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112659 | &nbsp;&nbsp;&nbsp;&nbsp; 25741 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;197755 | &nbsp;&nbsp;&nbsp;&nbsp; 24777 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 4678081 | &nbsp;&nbsp;&nbsp;&nbsp; 23640 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38765 | &nbsp;&nbsp;&nbsp;&nbsp; 22462 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43074 | &nbsp;&nbsp;&nbsp;&nbsp; 20110 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;335786 | &nbsp;&nbsp;&nbsp;&nbsp; 16467 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49372 | &nbsp;&nbsp;&nbsp;&nbsp; 16298 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;37632 | &nbsp;&nbsp;&nbsp;&nbsp; 15541 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;163669 | &nbsp;&nbsp;&nbsp;&nbsp; 15046 |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17303 | &nbsp;&nbsp;&nbsp;&nbsp; 13356 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **280381** |
| **Industrials (4.5%)** | **Industrials (4.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26591 | &nbsp;&nbsp;&nbsp;&nbsp; 26832 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;211769 | &nbsp;&nbsp;&nbsp;&nbsp; 25359 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;119524 | &nbsp;&nbsp;&nbsp;&nbsp; 25331 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39377 | &nbsp;&nbsp;&nbsp;&nbsp; 22558 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40883 | &nbsp;&nbsp;&nbsp;&nbsp; 18157 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20183 | &nbsp;&nbsp;&nbsp;&nbsp; 17740 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155826 | &nbsp;&nbsp;&nbsp;&nbsp; 17064 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;244508 | &nbsp;&nbsp;&nbsp;&nbsp; 16969 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **170010** |
| **Information Technology (21.5%)** | **Information Technology (21.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1165690 | &nbsp;&nbsp;&nbsp;&nbsp; 217401 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;649009 | &nbsp;&nbsp;&nbsp;&nbsp; 176440 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;353518 | &nbsp;&nbsp;&nbsp;&nbsp; 170968 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196282 | &nbsp;&nbsp;&nbsp;&nbsp; 67933 |
| \* | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115442 | &nbsp;&nbsp;&nbsp;&nbsp; 24723 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144051 | &nbsp;&nbsp;&nbsp;&nbsp; 24640 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126531 | &nbsp;&nbsp;&nbsp;&nbsp; 21952 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;139193 | &nbsp;&nbsp;&nbsp;&nbsp; 18811 |
| \* | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;91177 | &nbsp;&nbsp;&nbsp;&nbsp; 16207 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52476 | &nbsp;&nbsp;&nbsp;&nbsp; 14977 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21523 | &nbsp;&nbsp;&nbsp;&nbsp; 14257 |
| \* | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86942 | &nbsp;&nbsp;&nbsp;&nbsp; 13319 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52651 | &nbsp;&nbsp;&nbsp;&nbsp; 12005 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131894 | &nbsp;&nbsp;&nbsp;&nbsp; 11549 |
| \* | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;Snowflake Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47079 | &nbsp;&nbsp;&nbsp;&nbsp; 10327 |
| \* | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp; 6041 |
| \* | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53652 | &nbsp;&nbsp;&nbsp;&nbsp; 1556 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **823106** |
| **Materials (1.4%)** | **Materials (1.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;372894 | &nbsp;&nbsp;&nbsp;&nbsp; 18939 |
|  | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;391807 | &nbsp;&nbsp;&nbsp;&nbsp; 16206 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;21743 | &nbsp;&nbsp;&nbsp;&nbsp; 9271 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. Class B | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;112778 | &nbsp;&nbsp;&nbsp;&nbsp; 5401 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54137 | &nbsp;&nbsp;&nbsp;&nbsp; 4003 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **53820** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153907 | &nbsp;&nbsp;&nbsp;&nbsp; 28490 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;141966 | &nbsp;&nbsp;&nbsp;&nbsp; 26350 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **54840** |
| **Utilities (1.8%)** | **Utilities (1.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;356778 | &nbsp;&nbsp;&nbsp;&nbsp; 31500 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;175691 | &nbsp;&nbsp;&nbsp;&nbsp; 20593 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;307909 | &nbsp;&nbsp;&nbsp;&nbsp; 18040 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **70133** |
| **Total Common Stocks (Cost $1,900,287)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2493665** |
|  | &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 (8.3%)** | **U.S. Government and Agency Obligations (8.3%)** | **U.S. Government and Agency Obligations (8.3%)** | **U.S. Government and Agency Obligations (8.3%)** | **U.S. Government and Agency Obligations (8.3%)** |
| **U.S. Government Securities (7.7%)** | **U.S. Government Securities (7.7%)** | **U.S. Government Securities (7.7%)** | **U.S. Government Securities (7.7%)** | **U.S. Government Securities (7.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4900 | &nbsp;&nbsp; 4925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5533 | &nbsp;&nbsp; 5555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6319 | &nbsp;&nbsp; 6403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 | &nbsp;&nbsp; 6359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19575 | &nbsp;&nbsp; 19581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11699 | &nbsp;&nbsp; 11829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3216 | &nbsp;&nbsp; 3210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5873 | &nbsp;&nbsp; 5930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10429 | &nbsp;&nbsp; 10409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 738 | &nbsp;&nbsp; 743 |

---

------

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;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3400 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2162 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1620 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &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;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1639 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5210 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4717 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7497 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6577 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5596 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4647 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6758 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &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;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5262 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5558 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5090 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2894 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4495 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5010 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2538 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4966 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3543 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2795 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19124 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1413 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2046 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3326 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1342 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2089 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1546 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 12242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12346 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 14061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13876 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6373 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5702 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2932 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5543 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3481 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7262 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &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;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1335 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2685 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 8113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7837 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **294833** |

---

------

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) |
| **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.770% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1647 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 - 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1114 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1981 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.295% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 - 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4091 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1886 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 - 11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 - 4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 - 10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2501 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **21916** |
| **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>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2031 - 11/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 - 10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/2030 - 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **1905** |
| **Total U.S. Government and Agency Obligations (Cost $323,238)** | **Total U.S. Government and Agency Obligations (Cost $323,238)** | **Total U.S. Government and Agency Obligations (Cost $323,238)** | **Total U.S. Government and Agency Obligations (Cost $323,238)** | **Total U.S. Government and Agency Obligations (Cost $323,238)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**318654** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.9%)** |
| <sup>1</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;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp;2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp;2.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp;1.458% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2025-ARIA | &nbsp;&nbsp;&nbsp;&nbsp;5.031% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;CENT Trust Class A Series 2025-CITY | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.530% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.970% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
| <sup>1,3</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;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>1,3</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;4/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;Durst Commercial Mortgage Trust Class A Series 2025-151 | &nbsp;&nbsp;&nbsp;&nbsp;5.145% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;9.889% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp;1.538% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| <sup>1,2</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;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
| <sup>1,2,4</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;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511 |
| <sup>1,2</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;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| <sup>1,2</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;8/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
| <sup>1,2</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;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1518 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
| <sup>1</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;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1713 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.901% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1041 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.721% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.425% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |

---

------

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>1,3</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp; 61 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;PRET Trust Class A1 Series 2025-RPL6 | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2069 | &nbsp;&nbsp;&nbsp;&nbsp; 4075 | &nbsp;&nbsp; 3919 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;RFR Trust Class A Series 2025-SGRM | &nbsp;&nbsp;&nbsp;&nbsp;5.379% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 1029 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;1.140% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp; 238 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.089% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 174 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.946% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 546 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 962 |
| <sup>1,3</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;2/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp; 1596 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 987 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 531 |
| <sup>1,3,4</sup> | &nbsp;&nbsp;&nbsp;Verus Securitization Trust Class A1 Series 2025-R2 | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1042 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 789 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.010% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 683 |
| <sup>1,3</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;4/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 256 |
| <sup>1,3</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;8/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1173 | &nbsp;&nbsp; 1187 |
| <sup>1,3</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;6/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 539 | &nbsp;&nbsp; 544 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $34,357)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $34,357)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $34,357)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $34,357)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $34,357)** | &nbsp;&nbsp;&nbsp;&nbsp;**34088** |
| **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** | **Corporate Bonds (22.6%)** |
| **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1250 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1199 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2255 | &nbsp;&nbsp; 1770 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1136 | &nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1189 | &nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.969% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.999% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2462 | &nbsp;&nbsp; 1439 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.049% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 604 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 | &nbsp;&nbsp; 2194 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp; 1131 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1434 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2405 | &nbsp;&nbsp; 2334 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1916 | &nbsp;&nbsp; 1780 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1015 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 | &nbsp;&nbsp; 1951 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 788 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.171% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 543 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2047 | &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;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1224 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &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;8/16/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1492 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **47590** |
| **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;4/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2230 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1321 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp;2.924% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.832% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3028 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1332 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1453 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &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;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1041 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp;2.894% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &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;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;2.396% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;2.761% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;4.976% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;2.402% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **21665** |
| **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;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 4686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4333 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |

---

------

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;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2051 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.079% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison International 20 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp;2.947% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448 |
|  | &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;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &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;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
| <sup>3</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;4/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
| <sup>3</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;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| <sup>3</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;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
| <sup>3</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;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1995 |
| <sup>3</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;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1558 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3131 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3018 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2073 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2832 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2994 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3970 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1039 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2237 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **59845** |
| **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;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.721% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2772 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1602 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.893% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1156 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.772% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.379% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.097% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.999% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.681% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.497% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1269 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.714% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |

---

------

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;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.545% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.387% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1937 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1209 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1491 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2403 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 865 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.160% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.129% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
| <sup>1,3</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.103% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Qatar Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1085 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2894 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.638% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2064 | &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;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **62342** |

---

------

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) |
| **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 | &nbsp;&nbsp; 1889 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.871% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.731% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.918% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 | &nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.915% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp; 1475 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.284% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.667% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.804% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 787 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 654 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 | &nbsp;&nbsp; 1752 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 927 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.583% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.721% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1244 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.380% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1416 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.033% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 301 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 616 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.551% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1602 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.948% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4800 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.819% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.194% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.162% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1549 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.496% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.571% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 | &nbsp;&nbsp; 4966 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.015% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 | &nbsp;&nbsp; 1860 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.288% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.872% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp; 2859 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 | &nbsp;&nbsp; 3165 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.464% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.846% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 | &nbsp;&nbsp; 1248 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 964 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 802 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.706% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.474% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;4.591% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1298 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;5.538% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1293 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;2.279% | &nbsp;&nbsp;&nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |

---

------

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;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.476% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.367% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.785% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 312 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Beacon Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.266% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 514 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 2028 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;2.591% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;5.786% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 577 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.281% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1369 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.876% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1901 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 601 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.936% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 519 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 | &nbsp;&nbsp; 1212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp;4.634% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1318 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp;4.885% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1251 | &nbsp;&nbsp; 1268 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;5.237% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.508% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.312% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2029 | &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;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.624% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 914 | &nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.343% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1311 | &nbsp;&nbsp; 1308 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.070% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2598 | &nbsp;&nbsp; 2652 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.503% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.333% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 777 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.904% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1058 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 218 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 352 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;5.071% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1095 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;2.688% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp; 2078 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.655% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 266 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 2002 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;4.631% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 1003 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;6.316% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 374 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;5.862% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp;1.549% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1577 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG / New York NY | &nbsp;&nbsp;&nbsp;&nbsp;4.469% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp; 862 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;1.535% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 950 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;1.605% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 813 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 358 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 513 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 259 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 829 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;5.147% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1114 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2948 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.565% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.055% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.337% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp; 516 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1831 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2435 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.692% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.218% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 | &nbsp;&nbsp; 5701 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.615% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 2854 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.383% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 | &nbsp;&nbsp; 1758 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.561% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 932 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.887% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1283 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.041% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.597% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1386 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.390% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1654 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp; 1273 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.583% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1773 | &nbsp;&nbsp; 1789 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.206% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.357% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1296 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.619% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 787 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.804% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 964 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.547% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.741% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.552% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2494 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 3554 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 949 | &nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.581% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6363 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp; 2487 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1561 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.103% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.912% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 | &nbsp;&nbsp; 2349 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 | &nbsp;&nbsp; 2437 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.336% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4927 | &nbsp;&nbsp; 5172 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.157% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 | &nbsp;&nbsp; 5209 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 574 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;6.324% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 698 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 281 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.818% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.721% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.425% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1710 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.679% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp; 890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.935% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.871% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2154 |

---

------

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;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 682 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 354 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 638 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1148 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 441 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.017% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1247 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.772% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 | &nbsp;&nbsp; 3999 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1823 | &nbsp;&nbsp; 1872 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.654% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 | &nbsp;&nbsp; 2854 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.699% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1603 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.466% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 836 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.587% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.484% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.948% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1832 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 | &nbsp;&nbsp; 1313 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.734% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 998 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.465% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1438 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 887 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.134% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 | &nbsp;&nbsp; 1595 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.332% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1940 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1602 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp;4.649% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp;5.537% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1083 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;1.642% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 860 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 1937 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2230 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NLG Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 657 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 877 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp; 540 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 304 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Omnis Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.722% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 666 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pacific LifeCorp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1287 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1171 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 499 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp; 1657 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 776 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.714% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 758 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.803% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 350 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.432% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 676 |

---

------

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;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1539 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.448% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1676 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp;6.301% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp;5.545% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1421 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.834% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.821% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp;4.998% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1402 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.428% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.617% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;2.095% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3.091% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;6.301% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.699% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 999 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp;1.982% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.303% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1807 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.198% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.879% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.244% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2031 | &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;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.897% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 6131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6227 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.211% | &nbsp;&nbsp;&nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.605% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.606% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2291 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1816 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.611% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **335899** |
| **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** | **Health Care (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.795% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.008% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |

---

------

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;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp; 1328 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.294% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.923% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 471 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 2275 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;2.907% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.080% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.302% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 573 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp; 1431 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1822 | &nbsp;&nbsp; 1486 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;&nbsp;&nbsp;2.288% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.585% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.347% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.205% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.825% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.910% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.304% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 908 | &nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp; 954 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 | &nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 | &nbsp;&nbsp; 888 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 572 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp;4.068% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.192% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;2.955% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1962 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2640 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 842 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp; 1872 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 157 |

---

------

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;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.297% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.834% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.335% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.855% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2140 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1576 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.044% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.864% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.607% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2539 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;2.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.537% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1188 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1372 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2754 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;VSP Optical Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **85209** |
| **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1619 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.528% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.705% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.858% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2269 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.008% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |

---

------

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;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &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;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.643% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &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;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.905% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1389 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 843 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2032 | &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;2/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2050 | &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;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &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;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class B Series 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28138** |
| **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Anglo American Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794 |
|  | &nbsp;&nbsp;&nbsp;Glencore Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.371% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.186% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.673% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.893% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.141% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **12854** |

---

------

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) |
| **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;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2053 | &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;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.840% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1521 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.884% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.631% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1037 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 868 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1404 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **33648** |
| **Technology (1.1%)** | **Technology (1.1%)** | **Technology (1.1%)** | **Technology (1.1%)** | **Technology (1.1%)** | **Technology (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1605 |

---

------

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;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1769 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1794 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2007 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1271 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1669 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2066 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1363 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **41482** |
| **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** | **Utilities (3.5%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &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;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &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;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Basin Electric Power Cooperative | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |

---

------

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;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp; 247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 138 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.757% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.273% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp; 1367 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.646% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 843 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp; 2098 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 1353 | &nbsp;&nbsp; 1108 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 794 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1527 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3007 | &nbsp;&nbsp; 2585 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 493 | &nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding II LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 | &nbsp;&nbsp; 1810 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1606 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1242 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1699 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 41 |

---

------

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;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 44 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 867 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1137 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 294 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1006 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1613 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 784 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.055% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1186 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2458 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1088 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 647 | &nbsp;&nbsp; 620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.742% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 664 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 790 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 181 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.278% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.025% | &nbsp;&nbsp;&nbsp;&nbsp;6/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp; 1803 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1923 |
| <sup>1,3,5</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.191% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |

---

------

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;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 561 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 2153 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 773 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 496 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 238 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 91 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 361 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.212% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 697 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.099% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp; 1523 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 803 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &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;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 993 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;0.861% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.942% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.510% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 | &nbsp;&nbsp; 4049 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1671 | &nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2249 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 429 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 1899 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 77 |

---

------

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;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.966% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.057% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.167% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &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;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 736 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **132862** |
| **Total Corporate Bonds (Cost $891,094)** | **Total Corporate Bonds (Cost $891,094)** | **Total Corporate Bonds (Cost $891,094)** | **Total Corporate Bonds (Cost $891,094)** | **Total Corporate Bonds (Cost $891,094)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**861534** |
| **Sovereign Bonds (0.2%)** | **Sovereign Bonds (0.2%)** | **Sovereign Bonds (0.2%)** | **Sovereign Bonds (0.2%)** | **Sovereign Bonds (0.2%)** | **Sovereign Bonds (0.2%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Emirate of Abu Dhabi | &nbsp;&nbsp;&nbsp;&nbsp;4.951% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1796 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.338% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512 |
| **Total Sovereign Bonds (Cost $9,686)** | **Total Sovereign Bonds (Cost $9,686)** | **Total Sovereign Bonds (Cost $9,686)** | **Total Sovereign Bonds (Cost $9,686)** | **Total Sovereign Bonds (Cost $9,686)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9282** |
| **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;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.918% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &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;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.477% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1629 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1755 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.089% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.843% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.924% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.637% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.746% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.293% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.184% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.236% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 10065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10315 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |

---

------

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>6</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.774% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 279 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.501% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2108 |
|  | &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;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.814% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.084% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.094% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.114% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.935% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.718% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 511 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp;5.528% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 | &nbsp;&nbsp; 1066 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.424% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 702 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp; 2068 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.072% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.857% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.818% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.238% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.469% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.705% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 897 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 352 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.169% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.316% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.614% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.931% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 528 |
|  | &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;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 461 |
|  | &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;5/15/2048 | &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;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 742 |
|  | &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;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 301 |
|  | &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;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1169 |
|  | &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;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.562% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.504% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.048% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 624 |
| **Total Taxable Municipal Bonds (Cost $53,447)** | **Total Taxable Municipal Bonds (Cost $53,447)** | **Total Taxable Municipal Bonds (Cost $53,447)** | **Total Taxable Municipal Bonds (Cost $53,447)** | **Total Taxable Municipal Bonds (Cost $53,447)** | &nbsp;&nbsp;&nbsp;&nbsp;**49689** |
|  |  |  |  | &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 (0.0%)** | **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>8</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.780% |  | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 11 |
|  |  |  |  | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (0.9%)** | **Repurchase Agreements (0.9%)** | **Repurchase Agreements (0.9%)** | **Repurchase Agreements (0.9%)** | **Repurchase Agreements (0.9%)** | **Repurchase Agreements (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 12/31/2025, Repurchase Value $3,401, collateralized by U.S. Treasury Obligations 1.375%–4.500%, 12/31/2027–2/15/2053, with a value of $3,468) | &nbsp;&nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp;1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3400 |

---

------

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;NatWest Markets plc<br> (Dated 12/31/2025, Repurchase Value $29,506, collateralized by U.S. Treasury Obligations 4.500%, 11/15/2033, with a value of $30,090) | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 29500 | &nbsp;&nbsp; 29500 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **32900** |
| **Total Temporary Cash Investments (Cost $32,912)** | **Total Temporary Cash Investments (Cost $32,912)** | **Total Temporary Cash Investments (Cost $32,912)** | **Total Temporary Cash Investments (Cost $32,912)** | &nbsp;&nbsp;&nbsp;&nbsp;**32911** |
| **Total Investments (99.5%) (Cost $3,245,021)** | **Total Investments (99.5%) (Cost $3,245,021)** | **Total Investments (99.5%) (Cost $3,245,021)** | **Total Investments (99.5%) (Cost $3,245,021)** | **3799823** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**19864** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3819687** |
| 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 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2025, the aggregate value was $234,826, representing 6.1% of net assets. |
| 4 | 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. |
| 5 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 7 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | ETM—Escrowed to Maturity. |
|  | GO—General Obligation Bond. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Floating<br> Interest Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> (Depreciation) ($000) |
| Goldman Sachs Group Inc. | 5/11/2026 | &nbsp;&nbsp;&nbsp;CITNA | &nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;(3.894) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12) |
| Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;20785 | &nbsp;&nbsp;&nbsp;(3.925) | &nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;(12) |

---

1 Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/(paid) monthly. <br> CITNA—Citibank, N.A. <br> JPMC—JPMorgan Chase Bank, N.A.

At December 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $815 in connection with open over-the-counter swap contracts.

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

------

Balanced Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $3,245,009) | 3799812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Total Investments in Securities | 3799823 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| Foreign Currency, at Value (Cost $375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19893 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17628 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| **Total Assets** | **3839110** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16602 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19423** |
| **Net Assets** | **3819687** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2765713 |
| Total Distributable Earnings (Loss) | 1053974 |
| **Net Assets** | **3819687** |
| **Net Assets** |  |
| **Applicable to 150,299,462 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3819687** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$25.41** |

---

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

------

Balanced Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;31050 |
| Interest | &nbsp;&nbsp;56165 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Income | &nbsp;&nbsp;87220 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(262) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;5488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;7292 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;7287 |
| **Net Investment Income** | &nbsp;&nbsp;**79933** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 429792 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **Realized Net Gain (Loss)** | **432475** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;38667 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(124) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**39476** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **551884** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $10. |
| 2 | Realized net gain (loss) from an affiliated company of the portfolio was less than $1. There was no change in unrealized appreciation (depreciation) during the period. 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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Balanced Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76708 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;432475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321649 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70896 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;551884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469253 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(404142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248485) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;285174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211501 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;404142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248485 |
| Redeemed | &nbsp;&nbsp;&nbsp;(552613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(405867) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;136703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54119 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;284445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274887 |
| **Net Assets** |  |  |
| **Beginning of Period** | **3535242** | &nbsp;&nbsp;&nbsp;&nbsp;**3260355** |
| **End of Period** | **3819687** | &nbsp;&nbsp;&nbsp;&nbsp;**3535242** |

---

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

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Balanced Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.530 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&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) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$25.41** | &nbsp;&nbsp;&nbsp;**$24.77** | &nbsp;&nbsp;&nbsp;**$23.29** | &nbsp;&nbsp;&nbsp;**$21.72** | &nbsp;&nbsp;&nbsp;**$28.41** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.46%** | &nbsp;&nbsp;&nbsp;**14.80%** | &nbsp;&nbsp;&nbsp;**14.33%** | &nbsp;&nbsp;&nbsp;**-14.30%** | &nbsp;&nbsp;&nbsp;**19.02%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$3820 | &nbsp;&nbsp;&nbsp;$3535 | &nbsp;&nbsp;&nbsp;$3260 | &nbsp;&nbsp;&nbsp;$3142 | &nbsp;&nbsp;&nbsp;$3787 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.20%<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% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.22% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.37% | &nbsp;&nbsp;&nbsp;2.05% | &nbsp;&nbsp;&nbsp;1.76% |
| Portfolio Turnover Rate<sup>5</sup> | &nbsp;&nbsp;&nbsp;68% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;33% |

---

---

| | |
|:---|:---|
| 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%, and (0.01%). |
| 3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.20%. |
| 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%, and 1%, 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. The portfolio may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the portfolio and may be offset by entering into an equal amount of TBA purchases. 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

------

Balanced Portfolio

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 year ended December 31, 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. The portfolio had no open futures contracts at December 31, 2025.

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 year ended December 31, 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 December 31, 2025.

8. Swap Contracts: The portfolio has entered into equity swap contracts to earn the total return on selected reference stocks or indexes in the portfolio's target index. Under the terms of the swaps, the portfolio receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The portfolio also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the portfolio generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

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 periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

During the year ended December 31, 2025, the portfolio's average amounts of investments in total return swaps represented less than 1% of net assets, based on the average of notional amounts at each quarter-end during the period.

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Balanced Portfolio

9. 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.

10. 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.

11. 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.

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 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 year ended December 31, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

13. 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 Barclays U.S. Credit A or Better Bond Index for the preceding three
years. For the year ended December 31, 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 $262,000 (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 December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $91,000, 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.

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Balanced Portfolio

**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 year ended December 31, 2025, these arrangements reduced the portfolio's expenses by $5,000
(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.**

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2025, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 2360821 | &nbsp;&nbsp;&nbsp;&nbsp;132844 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2493665 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;318654 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;318654 |
| 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;34088 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34088 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;861534 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;861534 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9282 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49689 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49689 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32911 |
| Total | 2360832 | &nbsp;&nbsp;&nbsp;1438991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3799823 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Swap Contracts |  | &nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;634 |
| Liabilities |  |  |  |  |
| Swap Contracts |  | &nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12) |

---

**F.** At December 31, 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) | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—<br> Over-the-Counter Swap Contracts | 634 |  |  | &nbsp;&nbsp;634 |
| Total Assets | 634 |  |  | &nbsp;&nbsp;634 |
| Unrealized Depreciation—<br> Over-the-Counter Swap Contracts | (12) |  |  | &nbsp;&nbsp;(12) |
| Total Liabilities | (12) |  |  | &nbsp;&nbsp;(12) |

---

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2025, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Equity<br> Contracts<br> ($000) | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts |  | 38 |  | &nbsp;&nbsp;38 |
| Swap Contracts | 2508 |  |  | &nbsp;&nbsp;2508 |
| Forward Currency Contracts |  |  | 129 | &nbsp;&nbsp;129 |
| Realized Net Gain (Loss) on Derivatives | 2508 | 38 | 129 | &nbsp;&nbsp;2675 |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
| Change in Unrealized Appreciation (Depreciation) on Derivatives | Equity<br> Contracts<br> ($000) | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts |  | (14) |  | &nbsp;&nbsp;(14) |
| Swap Contracts | 622 |  |  | &nbsp;&nbsp;622 |
| Forward Currency Contracts |  |  | (124) | &nbsp;&nbsp;(124) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 622 | (14) | (124) | &nbsp;&nbsp;484 |

---

**G.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142288 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359178 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552508 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;1053974 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;100770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89175 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;303372 | &nbsp;&nbsp;&nbsp;&nbsp;159310 |
| Total | &nbsp;&nbsp;&nbsp;404142 | &nbsp;&nbsp;&nbsp;&nbsp;248485 |

---

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

As of December 31, 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;3247642 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651347 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99166) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552181 |

---

**H.** During the year ended December 31, 2025, the portfolio purchased $1,735,533,000 of investment securities and sold $1,917,670,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $675,608,000 and $679,318,000, 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 year ended December 31, 2025, such purchases were $7,009,000 and sales were $6,673,000, resulting in net realized gain of $450,000; 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;

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;11864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8888 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;18920 | &nbsp;&nbsp;&nbsp;&nbsp;10927 |
| Redeemed | (23180) | &nbsp;&nbsp;(17104) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &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 December 31, 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.

**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.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Balanced Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Balanced Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 23.7%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $10,602,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $303,372,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

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

Q690B 022026

------

![](tm263123d12vvifcapgrowthi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Capital Growth Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 11 |
| Tax information<br>| 12 |

---

------

Capital Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (96.3%)** | **Common Stocks (96.3%)** | **Common Stocks (96.3%)** | **Common Stocks (96.3%)** |
| **Communication Services (7.5%)** | **Communication Services (7.5%)** | **Communication Services (7.5%)** | **Communication Services (7.5%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;289150 | &nbsp;&nbsp;&nbsp;&nbsp; 90504 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;86250 | &nbsp;&nbsp;&nbsp;&nbsp; 27065 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Baidu Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;203700 | &nbsp;&nbsp;&nbsp;&nbsp; 26616 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp; 14676 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp; 8515 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp; 6516 |
|  | &nbsp;&nbsp;&nbsp;Universal Music Group NV | &nbsp;&nbsp;&nbsp;&nbsp;125355 | &nbsp;&nbsp;&nbsp;&nbsp; 3268 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 2381 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **179541** |
| **Consumer Discretionary (13.3%)** | **Consumer Discretionary (13.3%)** | **Consumer Discretionary (13.3%)** | **Consumer Discretionary (13.3%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134800 | &nbsp;&nbsp;&nbsp;&nbsp; 60622 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;261850 | &nbsp;&nbsp;&nbsp;&nbsp; 60440 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;345600 | &nbsp;&nbsp;&nbsp;&nbsp; 50658 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;211600 | &nbsp;&nbsp;&nbsp;&nbsp; 38118 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. ADR | 1192400 | &nbsp;&nbsp;&nbsp;&nbsp; 30525 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192500 | &nbsp;&nbsp;&nbsp;&nbsp; 29570 |
|  | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp; 13332 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mattel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;615200 | &nbsp;&nbsp;&nbsp;&nbsp; 12206 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Flutter Entertainment plc | &nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp; 5742 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70900 | &nbsp;&nbsp;&nbsp;&nbsp; 5115 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Burlington Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 |
|  | &nbsp;&nbsp;&nbsp;Restaurant Brands International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **316501** |
| **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp; 7356 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp; 6566 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55800 | &nbsp;&nbsp;&nbsp;&nbsp; 4203 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp; 2534 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **20659** |
| **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;194100 | &nbsp;&nbsp;&nbsp;&nbsp; 18170 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67610 | &nbsp;&nbsp;&nbsp;&nbsp; 10304 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp; 3434 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **31908** |
| **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;480600 | &nbsp;&nbsp;&nbsp;&nbsp; 48017 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp; 24971 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp; 23844 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;113050 | &nbsp;&nbsp;&nbsp;&nbsp; 18155 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;174500 | &nbsp;&nbsp;&nbsp;&nbsp; 16263 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp; 10258 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143700 | &nbsp;&nbsp;&nbsp;&nbsp; 8389 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp; 5937 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp; 5363 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp; 4805 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp; 4560 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp; 3699 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp; 2857 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp; 2459 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sony Financial Group Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;238480 | &nbsp;&nbsp;&nbsp;&nbsp; 1247 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **181974** |
| **Health Care (24.7%)** | **Health Care (24.7%)** | **Health Care (24.7%)** | **Health Care (24.7%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;171571 | &nbsp;&nbsp;&nbsp;&nbsp; 184384 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;746900 | &nbsp;&nbsp;&nbsp;&nbsp; 68663 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;631802 | &nbsp;&nbsp;&nbsp;&nbsp; 60242 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181071 | &nbsp;&nbsp;&nbsp;&nbsp; 59266 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;263550 | &nbsp;&nbsp;&nbsp;&nbsp; 46382 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp; 25256 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;448700 | &nbsp;&nbsp;&nbsp;&nbsp; 24203 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp; 23989 |
|  | &nbsp;&nbsp;&nbsp;Novartis AG ADR | &nbsp;&nbsp;&nbsp;&nbsp;164150 | &nbsp;&nbsp;&nbsp;&nbsp; 22631 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;29791 | &nbsp;&nbsp;&nbsp;&nbsp; 12303 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;472616 | &nbsp;&nbsp;&nbsp;&nbsp; 10695 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BeOne Medicines Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 10330 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166900 | &nbsp;&nbsp;&nbsp;&nbsp; 9919 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 6868 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp; 4952 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp; 4091 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp; 3529 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp; 2952 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2721 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp; 2631 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp; 2278 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp; 1876 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **590161** |
| **Industrials (12.8%)** | **Industrials (12.8%)** | **Industrials (12.8%)** | **Industrials (12.8%)** |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;189881 | &nbsp;&nbsp;&nbsp;&nbsp; 53181 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;181600 | &nbsp;&nbsp;&nbsp;&nbsp; 52457 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;796050 | &nbsp;&nbsp;&nbsp;&nbsp; 32901 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;280500 | &nbsp;&nbsp;&nbsp;&nbsp; 31365 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291600 | &nbsp;&nbsp;&nbsp;&nbsp; 20237 |
|  | &nbsp;&nbsp;&nbsp;Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;67539 | &nbsp;&nbsp;&nbsp;&nbsp; 15684 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp; 13405 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Airlines Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;751500 | &nbsp;&nbsp;&nbsp;&nbsp; 11520 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp; 9575 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 7795 |
|  | &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87800 | &nbsp;&nbsp;&nbsp;&nbsp; 7407 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp; 6801 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp; 6281 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alaska Air Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108100 | &nbsp;&nbsp;&nbsp;&nbsp; 5437 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. Class B (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;45650 | &nbsp;&nbsp;&nbsp;&nbsp; 4528 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42250 | &nbsp;&nbsp;&nbsp;&nbsp; 3691 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp; 3602 |
|  | &nbsp;&nbsp;&nbsp;AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp; 3059 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp; 3035 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 2817 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp; 2406 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 2352 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **305595** |
| **Information Technology (26.9%)** | **Information Technology (26.9%)** | **Information Technology (26.9%)** | **Information Technology (26.9%)** |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;460700 | &nbsp;&nbsp;&nbsp;&nbsp; 131488 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56400 | &nbsp;&nbsp;&nbsp;&nbsp; 68531 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;139100 | &nbsp;&nbsp;&nbsp;&nbsp; 67272 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;359050 | &nbsp;&nbsp;&nbsp;&nbsp; 66963 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Intel Corp. | 1419400 | &nbsp;&nbsp;&nbsp;&nbsp; 52376 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;214600 | &nbsp;&nbsp;&nbsp;&nbsp; 37231 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;151100 | &nbsp;&nbsp;&nbsp;&nbsp; 29451 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81700 | &nbsp;&nbsp;&nbsp;&nbsp; 28594 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166200 | &nbsp;&nbsp;&nbsp;&nbsp; 17798 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65600 | &nbsp;&nbsp;&nbsp;&nbsp; 17791 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp; 14772 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp; 12641 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117600 | &nbsp;&nbsp;&nbsp;&nbsp; 9059 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;342550 | &nbsp;&nbsp;&nbsp;&nbsp; 8228 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp; 8115 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;362350 | &nbsp;&nbsp;&nbsp;&nbsp; 8073 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp; 7656 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35900 | &nbsp;&nbsp;&nbsp;&nbsp; 6141 |
|  | &nbsp;&nbsp;&nbsp;Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;126878 | &nbsp;&nbsp;&nbsp;&nbsp; 5536 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56200 | &nbsp;&nbsp;&nbsp;&nbsp; 4776 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54050 | &nbsp;&nbsp;&nbsp;&nbsp; 4733 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | &nbsp;&nbsp;&nbsp;&nbsp;478900 | &nbsp;&nbsp;&nbsp;&nbsp; 4621 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp; 4497 |
|  | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp; 4322 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp; 3730 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp; 3598 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp; 2874 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 2384 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Okta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19283 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **642917** |
| **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp; 9167 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Glencore plc | 1580406 | &nbsp;&nbsp;&nbsp;&nbsp; 8640 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp; 6959 |
|  | &nbsp;&nbsp;&nbsp;Dow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96166 | &nbsp;&nbsp;&nbsp;&nbsp; 2248 |
|  | &nbsp;&nbsp;&nbsp;Corteva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp; 2058 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38566 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp; 163 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **30785** |
| **Total Common Stocks (Cost $1,164,380)** | **Total Common Stocks (Cost $1,164,380)** | **Total Common Stocks (Cost $1,164,380)** | &nbsp;&nbsp;&nbsp;&nbsp;**2300041** |
| **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** |
| **Money Market Fund (3.2%)** | **Money Market Fund (3.2%)** | **Money Market Fund (3.2%)** | **Money Market Fund (3.2%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% **(Cost $76,837)** | &nbsp;&nbsp;&nbsp;&nbsp;768370 | &nbsp;&nbsp;&nbsp;&nbsp; **76837** |
| **Total Investments (99.5%) (Cost $1,241,217)** | **Total Investments (99.5%) (Cost $1,241,217)** | **Total Investments (99.5%) (Cost $1,241,217)** | &nbsp;&nbsp;&nbsp;&nbsp;**2376878** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**11987** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2388865** |
| 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 December 31, 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 $1,164,380) | 2300041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $76,837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76837 |
| Total Investments in Securities | 2376878 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67982 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| **Total Assets** | **2447529** |
| **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;52845 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**58664** |
| **Net Assets** | **2388865** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;952528 |
| Total Distributable Earnings (Loss) | 1436337 |
| **Net Assets** | **2388865** |
| **Net Assets** |  |
| **Applicable to 38,645,120 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2388865** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$61.82** |

---

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

------

Capital Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;24956 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3217 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Total Income | &nbsp;&nbsp;28177 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;3753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| 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;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
| **Net Investment Income** | &nbsp;&nbsp;**21145** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 281387 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Realized Net Gain (Loss)** | **281388** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | 243930 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| **Change in Unrealized Appreciation (Depreciation)** | **243971** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **546504** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $480. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,217, $2, and ($3), 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21131 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;281388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90533 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;243971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126496 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;546504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238160 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(111611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60971) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;222912 | &nbsp;&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;&nbsp;60971 |
| Redeemed | &nbsp;&nbsp;&nbsp;(328303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252689) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15663) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;441113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161526 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1947752** | &nbsp;&nbsp;&nbsp;&nbsp;**1786226** |
| **End of Period** | **2388865** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.541 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;13.304 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;13.845 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&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) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$61.82** | &nbsp;&nbsp;&nbsp;**$50.94** | &nbsp;&nbsp;&nbsp;**$46.38** | &nbsp;&nbsp;&nbsp;**$38.81** | &nbsp;&nbsp;&nbsp;**$50.69** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**28.98%** | &nbsp;&nbsp;&nbsp;**13.41%** | &nbsp;&nbsp;&nbsp;**27.98%** | &nbsp;&nbsp;&nbsp;**-15.48%** | &nbsp;&nbsp;&nbsp;**21.54%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$2389 | &nbsp;&nbsp;&nbsp;$1948 | &nbsp;&nbsp;&nbsp;$1786 | &nbsp;&nbsp;&nbsp;$1419 | &nbsp;&nbsp;&nbsp;$1775 |
| Ratio of Total Expenses to Average Net Assets | &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 | &nbsp;&nbsp;&nbsp;1.02% | &nbsp;&nbsp;&nbsp;1.09% | &nbsp;&nbsp;&nbsp;1.28% | &nbsp;&nbsp;&nbsp;1.13% | &nbsp;&nbsp;&nbsp;0.73% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;3% | &nbsp;&nbsp;&nbsp;5%<sup>2</sup> |

---

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 year ended December 31, 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. In accordance with the advisory contract entered into with
PRIMECAP Management Company beginning January 1, 2026, the investment advisory fee will be subject to quarterly adjustments based on performance relative to the S&P 500 Index since December 31, 2025. For the year
ended December 31, 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 December 31, 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.** 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 December 31, 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 | 2201429 | &nbsp;&nbsp;&nbsp;98612 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2300041 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76837 |
| Total | 2278266 | &nbsp;&nbsp;&nbsp;98612 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2376878 |

---

**E.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27132 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279040 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;1130165 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;1436337 |

---

------

Capital Growth Portfolio

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;21557 | &nbsp;&nbsp;&nbsp;&nbsp;22235 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;90054 | &nbsp;&nbsp;&nbsp;&nbsp;38736 |
| Total | &nbsp;&nbsp;&nbsp;111611 | &nbsp;&nbsp;&nbsp;&nbsp;60971 |

---

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

As of December 31, 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;1246759 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1215752 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85633) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1130119 |

---

**F.** During the year ended December 31, 2025, the portfolio purchased $302,499,000 of investment securities and sold $397,003,000 of investment securities, other than temporary cash investments.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;4196 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| Redeemed | (6155) | &nbsp;&nbsp;(5059) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;405 | &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.

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 December 31, 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.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Capital Growth Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Capital Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 86.4%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,426,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $90,054,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690CG 022026

------

![](tm263123d12vvifdivrvaluei001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Diversified Value Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 12 |
| Tax information<br>| 13 |

---

------

Diversified Value Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (94.7%)** | **Common Stocks (94.7%)** | **Common Stocks (94.7%)** | **Common Stocks (94.7%)** |
| **Communication Services (6.6%)** | **Communication Services (6.6%)** | **Communication Services (6.6%)** | **Communication Services (6.6%)** |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;792768 | &nbsp;&nbsp;&nbsp;&nbsp; 23696 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;58720 | &nbsp;&nbsp;&nbsp;&nbsp; 18379 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;49460 | &nbsp;&nbsp;&nbsp;&nbsp; 15520 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;325600 | &nbsp;&nbsp;&nbsp;&nbsp; 9384 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111591 | &nbsp;&nbsp;&nbsp;&nbsp; 9011 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;193240 | &nbsp;&nbsp;&nbsp;&nbsp; 7871 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp; 6617 |
|  | &nbsp;&nbsp;&nbsp;WPP plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;208500 | &nbsp;&nbsp;&nbsp;&nbsp; 4683 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95161** |
| **Consumer Discretionary (7.2%)** | **Consumer Discretionary (7.2%)** | **Consumer Discretionary (7.2%)** | **Consumer Discretionary (7.2%)** |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;312683 | &nbsp;&nbsp;&nbsp;&nbsp; 25427 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;87100 | &nbsp;&nbsp;&nbsp;&nbsp; 11821 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. ADR | &nbsp;&nbsp;&nbsp;&nbsp;432300 | &nbsp;&nbsp;&nbsp;&nbsp; 11067 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;194675 | &nbsp;&nbsp;&nbsp;&nbsp; 10376 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;79130 | &nbsp;&nbsp;&nbsp;&nbsp; 8135 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp; 8091 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp; 7741 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 5912 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp; 4537 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 |
|  | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp; 3058 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;62200 | &nbsp;&nbsp;&nbsp;&nbsp; 2803 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **103308** |
| **Consumer Staples (4.5%)** | **Consumer Staples (4.5%)** | **Consumer Staples (4.5%)** | **Consumer Staples (4.5%)** |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;366800 | &nbsp;&nbsp;&nbsp;&nbsp; 10274 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp; 9243 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;121200 | &nbsp;&nbsp;&nbsp;&nbsp; 8473 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Co. | &nbsp;&nbsp;&nbsp;&nbsp;323300 | &nbsp;&nbsp;&nbsp;&nbsp; 7840 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;106700 | &nbsp;&nbsp;&nbsp;&nbsp; 5744 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp; 4284 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;59560 | &nbsp;&nbsp;&nbsp;&nbsp; 3895 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50986 | &nbsp;&nbsp;&nbsp;&nbsp; 3473 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp; 2824 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132400 | &nbsp;&nbsp;&nbsp;&nbsp; 2292 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Magnum Ice Cream Co. NV | &nbsp;&nbsp;&nbsp;&nbsp;12478 | &nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **65390** |
| **Energy (8.4%)** | **Energy (8.4%)** | **Energy (8.4%)** | **Energy (8.4%)** |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;189493 | &nbsp;&nbsp;&nbsp;&nbsp; 17738 |
|  | &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;691123 | &nbsp;&nbsp;&nbsp;&nbsp; 16905 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61500 | &nbsp;&nbsp;&nbsp;&nbsp; 11347 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;80600 | &nbsp;&nbsp;&nbsp;&nbsp; 10401 |
|  | &nbsp;&nbsp;&nbsp;Shell plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;127336 | &nbsp;&nbsp;&nbsp;&nbsp; 9357 |
|  | &nbsp;&nbsp;&nbsp;SLB Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;218500 | &nbsp;&nbsp;&nbsp;&nbsp; 8386 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;503515 | &nbsp;&nbsp;&nbsp;&nbsp; 7870 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;114520 | &nbsp;&nbsp;&nbsp;&nbsp; 7492 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;267650 | &nbsp;&nbsp;&nbsp;&nbsp; 7044 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66800 | &nbsp;&nbsp;&nbsp;&nbsp; 7015 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;171300 | &nbsp;&nbsp;&nbsp;&nbsp; 6713 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp; 5383 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp; 4235 |
|  | &nbsp;&nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56840 | &nbsp;&nbsp;&nbsp;&nbsp; 1776 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **121662** |
| **Financials (23.2%)** | **Financials (23.2%)** | **Financials (23.2%)** | **Financials (23.2%)** |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;446942 | &nbsp;&nbsp;&nbsp;&nbsp; 38236 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;331833 | &nbsp;&nbsp;&nbsp;&nbsp; 30927 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;125280 | &nbsp;&nbsp;&nbsp;&nbsp; 30363 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;414440 | &nbsp;&nbsp;&nbsp;&nbsp; 22114 |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156703 | &nbsp;&nbsp;&nbsp;&nbsp; 18286 |
|  | &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8442 | &nbsp;&nbsp;&nbsp;&nbsp; 18118 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;121010 | &nbsp;&nbsp;&nbsp;&nbsp; 15611 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;208800 | &nbsp;&nbsp;&nbsp;&nbsp; 14025 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;383200 | &nbsp;&nbsp;&nbsp;&nbsp; 11561 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp; 11532 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22780 | &nbsp;&nbsp;&nbsp;&nbsp; 11170 |
|  | &nbsp;&nbsp;&nbsp;Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp; 10909 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103600 | &nbsp;&nbsp;&nbsp;&nbsp; 10351 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;587730 | &nbsp;&nbsp;&nbsp;&nbsp; 9321 |
|  | &nbsp;&nbsp;&nbsp;Carlyle Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143300 | &nbsp;&nbsp;&nbsp;&nbsp; 8470 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp; 8245 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;138261 | &nbsp;&nbsp;&nbsp;&nbsp; 8076 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp; 8057 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103900 | &nbsp;&nbsp;&nbsp;&nbsp; 8042 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51980 | &nbsp;&nbsp;&nbsp;&nbsp; 8012 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78900 | &nbsp;&nbsp;&nbsp;&nbsp; 7664 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;126700 | &nbsp;&nbsp;&nbsp;&nbsp; 6235 |
|  | &nbsp;&nbsp;&nbsp;Cullen / Frost Bankers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47580 | &nbsp;&nbsp;&nbsp;&nbsp; 6025 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;100400 | &nbsp;&nbsp;&nbsp;&nbsp; 5522 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66700 | &nbsp;&nbsp;&nbsp;&nbsp; 4433 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp; 4148 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **335453** |
| **Health Care (11.7%)** | **Health Care (11.7%)** | **Health Care (11.7%)** | **Health Care (11.7%)** |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67571 | &nbsp;&nbsp;&nbsp;&nbsp; 23687 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;276817 | &nbsp;&nbsp;&nbsp;&nbsp; 22705 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;180020 | &nbsp;&nbsp;&nbsp;&nbsp; 18949 |
|  | &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;158364 | &nbsp;&nbsp;&nbsp;&nbsp; 15212 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131211 | &nbsp;&nbsp;&nbsp;&nbsp; 11798 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46700 | &nbsp;&nbsp;&nbsp;&nbsp; 10527 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp; 9852 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 9243 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32640 | &nbsp;&nbsp;&nbsp;&nbsp; 7472 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;86910 | &nbsp;&nbsp;&nbsp;&nbsp; 6849 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp; 6787 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp; 4627 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp; 4108 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75560 | &nbsp;&nbsp;&nbsp;&nbsp; 3109 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;58164 | &nbsp;&nbsp;&nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;57332 | &nbsp;&nbsp;&nbsp;&nbsp; 2812 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 2805 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 |
|  | &nbsp;&nbsp;&nbsp;Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 2760 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **168901** |
| **Industrials (11.8%)** | **Industrials (11.8%)** | **Industrials (11.8%)** | **Industrials (11.8%)** |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25330 | &nbsp;&nbsp;&nbsp;&nbsp; 22264 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46833 | &nbsp;&nbsp;&nbsp;&nbsp; 13528 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp; 13046 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;171500 | &nbsp;&nbsp;&nbsp;&nbsp; 11902 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;24245 | &nbsp;&nbsp;&nbsp;&nbsp; 11288 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84480 | &nbsp;&nbsp;&nbsp;&nbsp; 9251 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111940 | &nbsp;&nbsp;&nbsp;&nbsp; 9147 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp; 8875 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17251 | &nbsp;&nbsp;&nbsp;&nbsp; 8806 |
|  | &nbsp;&nbsp;&nbsp;AerCap Holdings NV | &nbsp;&nbsp;&nbsp;&nbsp;57500 | &nbsp;&nbsp;&nbsp;&nbsp; 8266 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp; 7541 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;695634 | &nbsp;&nbsp;&nbsp;&nbsp; 6414 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49560 | &nbsp;&nbsp;&nbsp;&nbsp; 6226 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94600 | &nbsp;&nbsp;&nbsp;&nbsp; 6003 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108500 | &nbsp;&nbsp;&nbsp;&nbsp; 5990 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp; 5602 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp; 4735 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp; 2824 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp; 2759 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fluor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54750 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **169720** |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** | **Information Technology (12.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;130400 | &nbsp;&nbsp;&nbsp;&nbsp; 28007 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100600 | &nbsp;&nbsp;&nbsp;&nbsp; 26650 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95200 | &nbsp;&nbsp;&nbsp;&nbsp; 24301 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34560 | &nbsp;&nbsp;&nbsp;&nbsp; 16714 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | 1669005 | &nbsp;&nbsp;&nbsp;&nbsp; 16106 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58550 | &nbsp;&nbsp;&nbsp;&nbsp; 10015 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19410 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 |
|  | &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;37460 | &nbsp;&nbsp;&nbsp;&nbsp; 8522 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp; 8427 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122590 | &nbsp;&nbsp;&nbsp;&nbsp; 7811 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21760 | &nbsp;&nbsp;&nbsp;&nbsp; 7616 |
|  | &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;75200 | &nbsp;&nbsp;&nbsp;&nbsp; 6242 |
|  | &nbsp;&nbsp;&nbsp;CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35900 | &nbsp;&nbsp;&nbsp;&nbsp; 4890 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **174418** |
| **Materials (5.5%)** | **Materials (5.5%)** | **Materials (5.5%)** | **Materials (5.5%)** |
|  | &nbsp;&nbsp;&nbsp;Corteva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;337050 | &nbsp;&nbsp;&nbsp;&nbsp; 22592 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18750 | &nbsp;&nbsp;&nbsp;&nbsp; 11675 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110800 | &nbsp;&nbsp;&nbsp;&nbsp; 11353 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36350 | &nbsp;&nbsp;&nbsp;&nbsp; 9543 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74620 | &nbsp;&nbsp;&nbsp;&nbsp; 7760 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27410 | &nbsp;&nbsp;&nbsp;&nbsp; 6771 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amrize Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100500 | &nbsp;&nbsp;&nbsp;&nbsp; 5435 |
|  | &nbsp;&nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176800 | &nbsp;&nbsp;&nbsp;&nbsp; 3683 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **78812** |
| **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83640 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp; 4727 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9797** |
| **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;222700 | &nbsp;&nbsp;&nbsp;&nbsp; 13048 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57761 | &nbsp;&nbsp;&nbsp;&nbsp; 9682 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110090 | &nbsp;&nbsp;&nbsp;&nbsp; 8131 |
|  | &nbsp;&nbsp;&nbsp;American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59330 | &nbsp;&nbsp;&nbsp;&nbsp; 7743 |
|  | &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;148855 | &nbsp;&nbsp;&nbsp;&nbsp; 5213 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **43817** |
| **Total Common Stocks (Cost $1,295,913)** | **Total Common Stocks (Cost $1,295,913)** | **Total Common Stocks (Cost $1,295,913)** | &nbsp;&nbsp;&nbsp;&nbsp;**1366439** |
| **Temporary Cash Investments (5.7%)** | **Temporary Cash Investments (5.7%)** | **Temporary Cash Investments (5.7%)** | **Temporary Cash Investments (5.7%)** |
| **Money Market Fund (5.7%)** | **Money Market Fund (5.7%)** | **Money Market Fund (5.7%)** | **Money Market Fund (5.7%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% **(Cost $83,016)** | &nbsp;&nbsp;&nbsp;&nbsp;830160 | &nbsp;&nbsp;&nbsp;&nbsp; **83016** |
| **Total Investments (100.4%) (Cost $1,378,929)** | **Total Investments (100.4%) (Cost $1,378,929)** | **Total Investments (100.4%) (Cost $1,378,929)** | &nbsp;&nbsp;&nbsp;&nbsp;**1449455** |
| **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;**(6402)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1443053** |
| 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 $7,194. |
| 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 $7,439 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 | March 2026 | 120 | 41355 | &nbsp;&nbsp;10 |

---

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

------

Diversified Value Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $1,295,913) | 1366439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $83,016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83016 |
| Total Investments in Securities | 1449455 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| **Total Assets** | **1454814** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7439 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11761** |
| **Net Assets** | **1443053** |
| 1 Includes $7,194 of securities on loan. |  |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1029939 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;413114 |
| **Net Assets** | **1443053** |
| **Net Assets** |  |
| **Applicable to 82,596,651 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1443053** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$17.47** |

---

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

------

Diversified Value Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;21566 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3115 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Total Income | &nbsp;&nbsp;&nbsp;24707 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;1958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3819 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;**20888** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 320318 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
| **Realized Net Gain (Loss)** | **323768** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | (135430) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
| **Change in Unrealized Appreciation (Depreciation)** | **(134285)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **210371** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $184. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,029, $3, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Diversified Value Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21095 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;323768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113150 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(134285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41565 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;210371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175810 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(132584) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90384) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;118707 | &nbsp;&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;&nbsp;90384 |
| Redeemed | &nbsp;&nbsp;&nbsp;(246350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(212367) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128037 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213463 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1360325** | &nbsp;&nbsp;&nbsp;&nbsp;**1146862** |
| **End of Period** | **1443053** | &nbsp;&nbsp;&nbsp;&nbsp;**1360325** |

---

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

------

Diversified Value Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.249 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.232 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.481 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&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) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$17.47** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.63** | &nbsp;&nbsp;&nbsp;**$14.01** | &nbsp;&nbsp;&nbsp;**$17.45** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.83%** | &nbsp;&nbsp;&nbsp;**14.89%** | &nbsp;&nbsp;&nbsp;**20.13%** | &nbsp;&nbsp;&nbsp;**-11.49%** | &nbsp;&nbsp;&nbsp;**30.47%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1443 | &nbsp;&nbsp;&nbsp;$1360 | &nbsp;&nbsp;&nbsp;$1147 | &nbsp;&nbsp;&nbsp;$1070 | &nbsp;&nbsp;&nbsp;$1229 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;0.28%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.28% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.55% | &nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;1.14% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;35% | &nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% |

---

---

| | |
|:---|:---|
| 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%, and 0.01%. |
| 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. 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 year ended December 31, 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.

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

------

Diversified Value Portfolio

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

For the year ended December 31, 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 firms Hotchkis and Wiley Capital Management, LLC, and beginning December 2025, Harris Associates L.P. and Aristotle 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 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. In accordance with the advisory contract entered into with Harris Associates L.P. and Aristotle Capital Management, LLC,
beginning January 1, 2027, the investment advisory fee will be subject to quarterly adjustments based on performance relative to the Russell 1000 Value Index since December 31, 2025. Until December 2025, a portion of
the portfolio was managed by Lazard Asset Management LLC for a fee calculated at an annual percentage rate of average net assets managed by Lazard Management LLC. The basic fee paid to Lazard Asset Management LLC was
subject to quarterly adjustments based on performance relative to the S&P 500 Index for the preceding three years.

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

For the year ended December 31, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.11% of the portfolio's average net assets, before a net increase of $123,000 (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.

Effective January 12, 2026, Vanguard provides cash management services to the portfolio through its wholly owned subsidiary Vanguard Portfolio Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $33,000, 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 December 31, 2025, 100% of the market value of the portfolio's investments and derivatives was determined based on Level 1 inputs.

**E.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized

------

Diversified Value Portfolio

gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;43968 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;301421 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;67813 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88) |
| Total | &nbsp;&nbsp;&nbsp;413114 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;39956 | &nbsp;&nbsp;&nbsp;&nbsp;37333 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;92628 | &nbsp;&nbsp;&nbsp;&nbsp;53051 |
| Total | &nbsp;&nbsp;&nbsp;132584 | &nbsp;&nbsp;&nbsp;&nbsp;90384 |

---

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

As of December 31, 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;1381642 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137102 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69289) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67813 |

---

**F.** During the year ended December 31, 2025, the portfolio purchased $1,008,756,000 of investment securities and sold $1,119,611,000 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 year ended December 31, 2025, such purchases were $0 and sales were $2,869,000, resulting in net realized gain of $267,000; 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;

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;7236 | &nbsp;&nbsp;&nbsp;&nbsp;15786 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;9056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 |
| Redeemed | (15406) | &nbsp;&nbsp;(13206) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &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.

------

Diversified Value Portfolio

At December 31, 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 41% 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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Diversified Value Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Diversified Value Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 44.5%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,436,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $92,628,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690DV 022026

------

![](tm263123d12vvifequincomei001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Equity Income Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 14 |
| Tax information<br>| 15 |

---

------

Equity Income Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (97.4%)** | **Common Stocks (97.4%)** | **Common Stocks (97.4%)** |
| **Communication Services (2.1%)** | **Communication Services (2.1%)** | **Communication Services (2.1%)** |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128427 | &nbsp;&nbsp;&nbsp;&nbsp; 26076 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;219030 | &nbsp;&nbsp;&nbsp;&nbsp; 8921 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;287693 | &nbsp;&nbsp;&nbsp;&nbsp; 8599 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;44604 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106479 | &nbsp;&nbsp;&nbsp;&nbsp; 2645 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **51316** |
| **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;299230 | &nbsp;&nbsp;&nbsp;&nbsp; 19739 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87928 | &nbsp;&nbsp;&nbsp;&nbsp; 17407 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92067 | &nbsp;&nbsp;&nbsp;&nbsp; 16942 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;257084 | &nbsp;&nbsp;&nbsp;&nbsp; 12857 |
| &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;168230 | &nbsp;&nbsp;&nbsp;&nbsp; 10718 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27645 | &nbsp;&nbsp;&nbsp;&nbsp; 9513 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38283 | &nbsp;&nbsp;&nbsp;&nbsp; 9232 |
| &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62299 | &nbsp;&nbsp;&nbsp;&nbsp; 5426 |
| &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44349 | &nbsp;&nbsp;&nbsp;&nbsp; 5082 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;107146 | &nbsp;&nbsp;&nbsp;&nbsp; 4828 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp;&nbsp;&nbsp; 4393 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100696 | &nbsp;&nbsp;&nbsp;&nbsp; 4388 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65143 | &nbsp;&nbsp;&nbsp;&nbsp; 4240 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23196 | &nbsp;&nbsp;&nbsp;&nbsp; 3672 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;171045 | &nbsp;&nbsp;&nbsp;&nbsp; 3435 |
| &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;32203 | &nbsp;&nbsp;&nbsp;&nbsp; 2271 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 | &nbsp;&nbsp;&nbsp;&nbsp; 1874 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **136017** |
| **Consumer Staples (9.7%)** | **Consumer Staples (9.7%)** | **Consumer Staples (9.7%)** |
| &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;422206 | &nbsp;&nbsp;&nbsp;&nbsp; 27612 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;938511 | &nbsp;&nbsp;&nbsp;&nbsp; 26288 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;162454 | &nbsp;&nbsp;&nbsp;&nbsp; 26058 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;206125 | &nbsp;&nbsp;&nbsp;&nbsp; 22964 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;394806 | &nbsp;&nbsp;&nbsp;&nbsp; 22697 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;117878 | &nbsp;&nbsp;&nbsp;&nbsp; 16893 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;150299 | &nbsp;&nbsp;&nbsp;&nbsp; 15164 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;108168 | &nbsp;&nbsp;&nbsp;&nbsp; 14923 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;139833 | &nbsp;&nbsp;&nbsp;&nbsp; 11973 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77485 | &nbsp;&nbsp;&nbsp;&nbsp; 11121 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131671 | &nbsp;&nbsp;&nbsp;&nbsp; 7592 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;91294 | &nbsp;&nbsp;&nbsp;&nbsp; 6382 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;80155 | &nbsp;&nbsp;&nbsp;&nbsp; 6334 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;88527 | &nbsp;&nbsp;&nbsp;&nbsp; 5531 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;352476 | &nbsp;&nbsp;&nbsp;&nbsp; 4409 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30079 | &nbsp;&nbsp;&nbsp;&nbsp; 3317 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33417 | &nbsp;&nbsp;&nbsp;&nbsp; 2463 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;49245 | &nbsp;&nbsp;&nbsp;&nbsp; 840 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **232561** |
| **Energy (7.1%)** | **Energy (7.1%)** | **Energy (7.1%)** |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;438688 | &nbsp;&nbsp;&nbsp;&nbsp; 41065 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;202655 | &nbsp;&nbsp;&nbsp;&nbsp; 24387 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;872177 | &nbsp;&nbsp;&nbsp;&nbsp; 22956 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;362562 | &nbsp;&nbsp;&nbsp;&nbsp; 19433 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103339 | &nbsp;&nbsp;&nbsp;&nbsp; 19066 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;85697 | &nbsp;&nbsp;&nbsp;&nbsp; 13937 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44037 | &nbsp;&nbsp;&nbsp;&nbsp; 6712 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60773 | &nbsp;&nbsp;&nbsp;&nbsp; 6382 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142603 | &nbsp;&nbsp;&nbsp;&nbsp; 5223 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;105580 | &nbsp;&nbsp;&nbsp;&nbsp; 4481 |
| &nbsp;&nbsp;&nbsp;SLB Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;106454 | &nbsp;&nbsp;&nbsp;&nbsp; 4086 |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;World Kinect Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39814 | &nbsp;&nbsp;&nbsp;&nbsp; 933 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **168661** |
| **Financials (20.5%)** | **Financials (20.5%)** | **Financials (20.5%)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;202310 | &nbsp;&nbsp;&nbsp;&nbsp; 65188 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1151555 | &nbsp;&nbsp;&nbsp;&nbsp; 63336 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;166369 | &nbsp;&nbsp;&nbsp;&nbsp; 29536 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;144775 | &nbsp;&nbsp;&nbsp;&nbsp; 29169 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;313919 | &nbsp;&nbsp;&nbsp;&nbsp; 26856 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;102987 | &nbsp;&nbsp;&nbsp;&nbsp; 23452 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122795 | &nbsp;&nbsp;&nbsp;&nbsp; 22781 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;708201 | &nbsp;&nbsp;&nbsp;&nbsp; 19192 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 1066280 | &nbsp;&nbsp;&nbsp;&nbsp; 18500 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106308 | &nbsp;&nbsp;&nbsp;&nbsp; 17072 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;176288 | &nbsp;&nbsp;&nbsp;&nbsp; 16430 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100401 | &nbsp;&nbsp;&nbsp;&nbsp; 16261 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166925 | &nbsp;&nbsp;&nbsp;&nbsp; 16213 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;84461 | &nbsp;&nbsp;&nbsp;&nbsp; 13652 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42942 | &nbsp;&nbsp;&nbsp;&nbsp; 8963 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59781 | &nbsp;&nbsp;&nbsp;&nbsp; 6592 |
| &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49113 | &nbsp;&nbsp;&nbsp;&nbsp; 6336 |
| &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45255 | &nbsp;&nbsp;&nbsp;&nbsp; 6236 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12334 | &nbsp;&nbsp;&nbsp;&nbsp; 6048 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75643 | &nbsp;&nbsp;&nbsp;&nbsp; 5971 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;68039 | &nbsp;&nbsp;&nbsp;&nbsp; 5677 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176558 | &nbsp;&nbsp;&nbsp;&nbsp; 5159 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;63148 | &nbsp;&nbsp;&nbsp;&nbsp; 4894 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71865 | &nbsp;&nbsp;&nbsp;&nbsp; 4672 |
| &nbsp;&nbsp;&nbsp;Southstate Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48924 | &nbsp;&nbsp;&nbsp;&nbsp; 4604 |
| &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36679 | &nbsp;&nbsp;&nbsp;&nbsp; 4567 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37715 | &nbsp;&nbsp;&nbsp;&nbsp; 4378 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;37734 | &nbsp;&nbsp;&nbsp;&nbsp; 4024 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84413 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44657 | &nbsp;&nbsp;&nbsp;&nbsp; 4013 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3868 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51003 | &nbsp;&nbsp;&nbsp;&nbsp; 3799 |
| &nbsp;&nbsp;&nbsp;PROG Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127827 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28625 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18042 | &nbsp;&nbsp;&nbsp;&nbsp; 2781 |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52943 | &nbsp;&nbsp;&nbsp;&nbsp; 2771 |
| &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8610 | &nbsp;&nbsp;&nbsp;&nbsp; 2074 |
| &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp; 2003 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **488419** |
| **Health Care (15.5%)** | **Health Care (15.5%)** | **Health Care (15.5%)** |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600563 | &nbsp;&nbsp;&nbsp;&nbsp; 63215 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;265303 | &nbsp;&nbsp;&nbsp;&nbsp; 54904 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112285 | &nbsp;&nbsp;&nbsp;&nbsp; 37066 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;274452 | &nbsp;&nbsp;&nbsp;&nbsp; 33686 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80923 | &nbsp;&nbsp;&nbsp;&nbsp; 28368 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;748698 | &nbsp;&nbsp;&nbsp;&nbsp; 18643 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;40428 | &nbsp;&nbsp;&nbsp;&nbsp; 16696 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;177787 | &nbsp;&nbsp;&nbsp;&nbsp; 16344 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;82851 | &nbsp;&nbsp;&nbsp;&nbsp; 16079 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123097 | &nbsp;&nbsp;&nbsp;&nbsp; 15488 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;173799 | &nbsp;&nbsp;&nbsp;&nbsp; 13793 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;11253 | &nbsp;&nbsp;&nbsp;&nbsp; 12093 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49607 | &nbsp;&nbsp;&nbsp;&nbsp; 11335 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;167782 | &nbsp;&nbsp;&nbsp;&nbsp; 9050 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;72118 | &nbsp;&nbsp;&nbsp;&nbsp; 9036 |
| &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;26138 | &nbsp;&nbsp;&nbsp;&nbsp; 7194 |
| &nbsp;&nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;509109 | &nbsp;&nbsp;&nbsp;&nbsp; 3650 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 | &nbsp;&nbsp;&nbsp;&nbsp; 821 |
| &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **370519** |
| **Industrials (10.9%)** | **Industrials (10.9%)** | **Industrials (10.9%)** |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161441 | &nbsp;&nbsp;&nbsp;&nbsp; 31495 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;225357 | &nbsp;&nbsp;&nbsp;&nbsp; 24679 |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89751 | &nbsp;&nbsp;&nbsp;&nbsp; 23087 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102425 | &nbsp;&nbsp;&nbsp;&nbsp; 22803 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;156378 | &nbsp;&nbsp;&nbsp;&nbsp; 20754 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63286 | &nbsp;&nbsp;&nbsp;&nbsp; 18579 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;127017 | &nbsp;&nbsp;&nbsp;&nbsp; 15210 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;85282 | &nbsp;&nbsp;&nbsp;&nbsp; 15175 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;41925 | &nbsp;&nbsp;&nbsp;&nbsp; 13354 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22252 | &nbsp;&nbsp;&nbsp;&nbsp; 12747 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36927 | &nbsp;&nbsp;&nbsp;&nbsp; 8542 |
| &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14728 | &nbsp;&nbsp;&nbsp;&nbsp; 7518 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61380 | &nbsp;&nbsp;&nbsp;&nbsp; 5362 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15435 | &nbsp;&nbsp;&nbsp;&nbsp; 5196 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25209 | &nbsp;&nbsp;&nbsp;&nbsp; 4825 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;41735 | &nbsp;&nbsp;&nbsp;&nbsp; 4671 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24155 | &nbsp;&nbsp;&nbsp;&nbsp; 4430 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52142 | &nbsp;&nbsp;&nbsp;&nbsp; 4399 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64043 | &nbsp;&nbsp;&nbsp;&nbsp; 4283 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29664 | &nbsp;&nbsp;&nbsp;&nbsp; 3727 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89509 | &nbsp;&nbsp;&nbsp;&nbsp; 3259 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp; 2107 |
| &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23619 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 |
| &nbsp;&nbsp;&nbsp;Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;17674 | &nbsp;&nbsp;&nbsp;&nbsp; 1391 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp; 270 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **259635** |
| **Information Technology (12.7%)** | **Information Technology (12.7%)** | **Information Technology (12.7%)** |
| &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;423414 | &nbsp;&nbsp;&nbsp;&nbsp; 146543 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;605191 | &nbsp;&nbsp;&nbsp;&nbsp; 46618 |
| &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;110118 | &nbsp;&nbsp;&nbsp;&nbsp; 29545 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;99298 | &nbsp;&nbsp;&nbsp;&nbsp; 21554 |
| &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;82511 | &nbsp;&nbsp;&nbsp;&nbsp; 18772 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68322 | &nbsp;&nbsp;&nbsp;&nbsp; 11686 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81193 | &nbsp;&nbsp;&nbsp;&nbsp; 8695 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20096 | &nbsp;&nbsp;&nbsp;&nbsp; 5953 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;195336 | &nbsp;&nbsp;&nbsp;&nbsp; 4352 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59843 | &nbsp;&nbsp;&nbsp;&nbsp; 3795 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30968 | &nbsp;&nbsp;&nbsp;&nbsp; 2493 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11672 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp; 315 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **302758** |
| **Materials (3.6%)** | **Materials (3.6%)** | **Materials (3.6%)** |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128240 | &nbsp;&nbsp;&nbsp;&nbsp; 23324 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;217982 | &nbsp;&nbsp;&nbsp;&nbsp; 22334 |
| &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;496412 | &nbsp;&nbsp;&nbsp;&nbsp; 20533 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;130087 | &nbsp;&nbsp;&nbsp;&nbsp; 8029 |
| &nbsp;&nbsp;&nbsp;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15507 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 |
| &nbsp;&nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17056 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| &nbsp;&nbsp;&nbsp;Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7454 | &nbsp;&nbsp;&nbsp;&nbsp; 571 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **84790** |
| **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;247109 | &nbsp;&nbsp;&nbsp;&nbsp; 21961 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;660260 | &nbsp;&nbsp;&nbsp;&nbsp; 15641 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123687 | &nbsp;&nbsp;&nbsp;&nbsp; 15326 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **52928** |
| **Utilities (7.4%)** | **Utilities (7.4%)** | **Utilities (7.4%)** |
| &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;667181 | &nbsp;&nbsp;&nbsp;&nbsp; 23365 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;199078 | &nbsp;&nbsp;&nbsp;&nbsp; 22956 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;373271 | &nbsp;&nbsp;&nbsp;&nbsp; 21870 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;239968 | &nbsp;&nbsp;&nbsp;&nbsp; 21187 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90663 | &nbsp;&nbsp;&nbsp;&nbsp; 15198 |
| &nbsp;&nbsp;&nbsp;American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115271 | &nbsp;&nbsp;&nbsp;&nbsp; 15043 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123447 | &nbsp;&nbsp;&nbsp;&nbsp; 13019 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62239 | &nbsp;&nbsp;&nbsp;&nbsp; 7295 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69860 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 |
| &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;91967 | &nbsp;&nbsp;&nbsp;&nbsp; 5520 |

---

------

Equity Income Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;125637 | &nbsp;&nbsp;&nbsp;&nbsp; 5476 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;39455 | &nbsp;&nbsp;&nbsp;&nbsp; 5089 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;55283 | &nbsp;&nbsp;&nbsp;&nbsp; 4426 |
|  | &nbsp;&nbsp;&nbsp;American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;56470 | &nbsp;&nbsp;&nbsp;&nbsp; 4093 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;41210 | &nbsp;&nbsp;&nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29101 | &nbsp;&nbsp;&nbsp;&nbsp; 2336 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12082 | &nbsp;&nbsp;&nbsp;&nbsp; 557 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **175814** |
| **Total Common Stocks (Cost $2,070,643)** | **Total Common Stocks (Cost $2,070,643)** | **Total Common Stocks (Cost $2,070,643)** | &nbsp;&nbsp;&nbsp;&nbsp;**2323418** |
| **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** |
| **Money Market Fund (2.0%)** | **Money Market Fund (2.0%)** | **Money Market Fund (2.0%)** | **Money Market Fund (2.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% | &nbsp;&nbsp;&nbsp;&nbsp;473318 | &nbsp;&nbsp;&nbsp;&nbsp; 47332 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.4%)** | **Repurchase Agreement (0.4%)** | **Repurchase Agreement (0.4%)** | **Repurchase Agreement (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp. 3.830%, 1/2/2026<br> (Dated 12/31/2025, Repurchase Value $9,602, collateralized by U.S. Government Agency Obligations 3.000%–7.000%, 6/1/2029–12/1/2055, with a value of $9,792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp; 9600 |
| **Total Temporary Cash Investments (Cost $56,932)** | **Total Temporary Cash Investments (Cost $56,932)** | **Total Temporary Cash Investments (Cost $56,932)** | &nbsp;&nbsp;&nbsp;&nbsp;**56932** |
| **Total Investments (99.8%) (Cost $2,127,575)** | **Total Investments (99.8%) (Cost $2,127,575)** | **Total Investments (99.8%) (Cost $2,127,575)** | &nbsp;&nbsp;&nbsp;&nbsp;**2380350** |
| **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;**4470** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2384820** |
| 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 | March 2026 | 153 | 52728 | &nbsp;&nbsp;32 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Floating<br> Interest Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| NetApp Inc. | 5/11/2026 | &nbsp;&nbsp;&nbsp;CITNA | &nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp;&nbsp;(3.905) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(964) |
| NetApp Inc. | &nbsp;&nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;(3.925) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(730) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1694) |

---

1 Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/(paid) monthly. <br> CITNA—Citibank, N.A. <br> JPMC—JPMorgan Chase Bank, N.A.

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

------

Equity Income Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $2,080,243) | 2333018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $47,332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47332 |
| Total Investments in Securities | 2380350 |
| 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;&nbsp;53 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 |
| Cash Collateral Pledged—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
| **Total Assets** | **2390300** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5480** |
| **Net Assets** | **2384820** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1851035 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;533785 |
| **Net Assets** | **2384820** |
| **Net Assets** |  |
| **Applicable to 90,963,687 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2384820** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$26.22** |

---

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

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Equity Income Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;56305 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2715 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;59020 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(162) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| 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;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6385 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6370 |
| **Net Investment Income** | &nbsp;&nbsp;**52650** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 231610 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3670 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) |
| **Realized Net Gain (Loss)** | **235776** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;60796 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1740 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;(1694) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**60901** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **349327** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $590. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,854, ($2), and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Equity Income Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55560 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;235776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170333 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63405 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;349327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289298 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(222972) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(185693) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;200132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214750 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;222972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185693 |
| Redeemed | &nbsp;&nbsp;&nbsp;(303817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(353744) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;119287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46699 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;245642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150304 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2139178** | &nbsp;&nbsp;&nbsp;&nbsp;**1988874** |
| **End of Period** | **2384820** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.583 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.229 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.812 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&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) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$26.22** | &nbsp;&nbsp;&nbsp;**$25.06** | &nbsp;&nbsp;&nbsp;**$23.91** | &nbsp;&nbsp;&nbsp;**$24.11** | &nbsp;&nbsp;&nbsp;**$27.81** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.80%** | &nbsp;&nbsp;&nbsp;**15.12%** | &nbsp;&nbsp;&nbsp;**8.10%** | &nbsp;&nbsp;&nbsp;**-0.66%** | &nbsp;&nbsp;&nbsp;**25.33%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$2385 | &nbsp;&nbsp;&nbsp;$2139 | &nbsp;&nbsp;&nbsp;$1989 | &nbsp;&nbsp;&nbsp;$1978 | &nbsp;&nbsp;&nbsp;$1898 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;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% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.36% | &nbsp;&nbsp;&nbsp;2.67% | &nbsp;&nbsp;&nbsp;2.95% | &nbsp;&nbsp;&nbsp;2.73% | &nbsp;&nbsp;&nbsp;2.45% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;58% | &nbsp;&nbsp;&nbsp;45% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;41%<sup>5</sup> |

---

---

| | |
|:---|:---|
| 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%, 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.

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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 year ended December 31, 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. Swap Contracts: The portfolio has entered into equity swap contracts to earn the total return on selected reference stocks or indexes in the portfolio's target index. Under the terms of the swaps, the portfolio receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The portfolio also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the portfolio generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

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

------

Equity Income Portfolio

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 periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

During the year ended December 31, 2025, the portfolio's average amounts of investments in total return swaps represented less than 1% of net assets, based on the average of notional amounts at each quarter-end during the period.

6. 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.

7. 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.

8. 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.

9. 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 year ended December 31, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

10. 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.

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Equity Income Portfolio

**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 $263,000 for the year ended December 31, 2025.

For the year ended December 31, 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 of $162,000 (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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Portfolio Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 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 year ended December 31, 2025, these arrangements reduced the portfolio's expenses by
$15,000 (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.**

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 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 | 2254477 | &nbsp;&nbsp;&nbsp;68941 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2323418 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47332 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56932 |
| Total | 2301809 | &nbsp;&nbsp;&nbsp;78541 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2380350 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1694) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1694) |

---

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.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized

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Equity Income Portfolio

gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;100475 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;184322 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;249173 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(185) |
| Total | &nbsp;&nbsp;&nbsp;533785 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;97148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81737 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;125824 | &nbsp;&nbsp;&nbsp;&nbsp;103956 |
| Total | &nbsp;&nbsp;&nbsp;222972 | &nbsp;&nbsp;&nbsp;&nbsp;185693 |

---

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

As of December 31, 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;2131234 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402492 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(153376) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249116 |

---

**G.** During the year ended December 31, 2025, the portfolio purchased $1,249,597,000 of investment securities and sold $1,290,322,000 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 year ended December 31, 2025, such purchases were $6,903,000 and sales were $8,571,000, resulting in net realized gain of $573,000; 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;

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;8112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;9779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7956 |
| Redeemed | (12293) | &nbsp;&nbsp;(14627) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;5598 | &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.

------

Equity Income Portfolio

At December 31, 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.

**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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Equity Income Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Equity Income Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 50.1%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $928,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $125,824,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690Equc 022026

------

![](tm263123d12vvifgroportfoi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Growth Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 11 |
| Tax information<br>| 12 |

---

------

Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** | **Common Stocks (99.3%)** |
| **Communication Services (12.7%)** | **Communication Services (12.7%)** | **Communication Services (12.7%)** | **Communication Services (12.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;412374 | &nbsp;&nbsp;&nbsp;&nbsp; 129403 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;82684 | &nbsp;&nbsp;&nbsp;&nbsp; 54579 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;321426 | &nbsp;&nbsp;&nbsp;&nbsp; 30137 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;19493 | &nbsp;&nbsp;&nbsp;&nbsp; 11320 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **225439** |
| **Consumer Discretionary (11.8%)** | **Consumer Discretionary (11.8%)** | **Consumer Discretionary (11.8%)** | **Consumer Discretionary (11.8%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;443426 | &nbsp;&nbsp;&nbsp;&nbsp; 102352 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97724 | &nbsp;&nbsp;&nbsp;&nbsp; 43948 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DoorDash Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;96241 | &nbsp;&nbsp;&nbsp;&nbsp; 21797 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48487 | &nbsp;&nbsp;&nbsp;&nbsp; 16684 |
|  | &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53383 | &nbsp;&nbsp;&nbsp;&nbsp; 15334 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65419 | &nbsp;&nbsp;&nbsp;&nbsp; 10049 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **210164** |
| **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** | **Financials (8.8%)** |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;88172 | &nbsp;&nbsp;&nbsp;&nbsp; 50336 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134004 | &nbsp;&nbsp;&nbsp;&nbsp; 17083 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;76295 | &nbsp;&nbsp;&nbsp;&nbsp; 13545 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25552 | &nbsp;&nbsp;&nbsp;&nbsp; 13353 |
|  | &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;123216 | &nbsp;&nbsp;&nbsp;&nbsp; 13251 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135383 | &nbsp;&nbsp;&nbsp;&nbsp; 13150 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35852 | &nbsp;&nbsp;&nbsp;&nbsp; 12574 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;23725 | &nbsp;&nbsp;&nbsp;&nbsp; 8777 |
|  | &nbsp;&nbsp;&nbsp;MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp;&nbsp;&nbsp; 8046 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17607 | &nbsp;&nbsp;&nbsp;&nbsp; 5298 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **155413** |
| **Health Care (8.7%)** | **Health Care (8.7%)** | **Health Care (8.7%)** | **Health Care (8.7%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;68022 | &nbsp;&nbsp;&nbsp;&nbsp; 73102 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71922 | &nbsp;&nbsp;&nbsp;&nbsp; 25278 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31038 | &nbsp;&nbsp;&nbsp;&nbsp; 17579 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22504 | &nbsp;&nbsp;&nbsp;&nbsp; 15225 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22539 | &nbsp;&nbsp;&nbsp;&nbsp; 13060 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Natera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45809 | &nbsp;&nbsp;&nbsp;&nbsp; 10494 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **154738** |
| **Industrials (6.5%)** | **Industrials (6.5%)** | **Industrials (6.5%)** | **Industrials (6.5%)** |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;100413 | &nbsp;&nbsp;&nbsp;&nbsp; 30930 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;119353 | &nbsp;&nbsp;&nbsp;&nbsp; 20930 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;206030 | &nbsp;&nbsp;&nbsp;&nbsp; 16835 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26555 | &nbsp;&nbsp;&nbsp;&nbsp; 15081 |
|  | &nbsp;&nbsp;&nbsp;Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;351080 | &nbsp;&nbsp;&nbsp;&nbsp; 14089 |
|  | &nbsp;&nbsp;&nbsp;TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;143080 | &nbsp;&nbsp;&nbsp;&nbsp; 12269 |
|  | &nbsp;&nbsp;&nbsp;GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;&nbsp; 5330 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **115464** |
| **Information Technology (48.4%)** | **Information Technology (48.4%)** | **Information Technology (48.4%)** | **Information Technology (48.4%)** |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1312833 | &nbsp;&nbsp;&nbsp;&nbsp; 244843 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;411060 | &nbsp;&nbsp;&nbsp;&nbsp; 198797 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;650129 | &nbsp;&nbsp;&nbsp;&nbsp; 176744 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;246106 | &nbsp;&nbsp;&nbsp;&nbsp; 85177 |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV GDR (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;17701 | &nbsp;&nbsp;&nbsp;&nbsp; 18938 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144355 | &nbsp;&nbsp;&nbsp;&nbsp; 18915 |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;61293 | &nbsp;&nbsp;&nbsp;&nbsp; 18626 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44319 | &nbsp;&nbsp;&nbsp;&nbsp; 13853 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82670 | &nbsp;&nbsp;&nbsp;&nbsp; 12664 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shopify Inc. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;72900 | &nbsp;&nbsp;&nbsp;&nbsp; 11735 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Unity Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;259977 | &nbsp;&nbsp;&nbsp;&nbsp; 11483 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16718 | &nbsp;&nbsp;&nbsp;&nbsp; 11074 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39954 | &nbsp;&nbsp;&nbsp;&nbsp; 10836 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HubSpot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22345 | &nbsp;&nbsp;&nbsp;&nbsp; 8967 |
|  | &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp;&nbsp;&nbsp; 8493 |

---

------

Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Figma Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;119104 | &nbsp;&nbsp;&nbsp;&nbsp; 4451 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6209 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854 | &nbsp;&nbsp;&nbsp;&nbsp; 968 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **857668** |
| **Other (0.8%)** | **Other (0.8%)** | **Other (0.8%)** | **Other (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;&nbsp;30450 | &nbsp;&nbsp;&nbsp;&nbsp; 14412 |
| **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;149772 | &nbsp;&nbsp;&nbsp;&nbsp; 27799 |
| **Total Common Stocks (Cost $1,219,750)** | **Total Common Stocks (Cost $1,219,750)** | **Total Common Stocks (Cost $1,219,750)** | &nbsp;&nbsp;&nbsp;&nbsp;**1761097** |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% | &nbsp;&nbsp;&nbsp;&nbsp;22987 | &nbsp;&nbsp;&nbsp;&nbsp; 2299 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC 3.850%, 1/2/2026<br> (Dated 12/31/2025, Repurchase Value $13,903, collateralized by U.S. Government Agency Obligations 1.500%–6.000%, 6/1/2032–8/1/2051, with a value of $14,178) | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 13900 |
| **Total Temporary Cash Investments (Cost $16,199)** | **Total Temporary Cash Investments (Cost $16,199)** | **Total Temporary Cash Investments (Cost $16,199)** | &nbsp;&nbsp;&nbsp;&nbsp;**16199** |
| **Total Investments (100.2%) (Cost $1,235,949)** | **Total Investments (100.2%) (Cost $1,235,949)** | **Total Investments (100.2%) (Cost $1,235,949)** | &nbsp;&nbsp;&nbsp;&nbsp;**1777296** |
| **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;**(3833)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1773463** |
| 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 $2,201. |
| 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 $2,297 was received for securities on loan. |

---

ADR—American Depositary Receipt. <br> 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 December 31, 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 $1,233,650) | 1774997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $2,299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| Total Investments in Securities | 1777296 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| **Total Assets** | **1777886** |
| **Liabilities** |  |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4423** |
| **Net Assets** | **1773463** |
| 1 Includes $2,201 of securities on loan. |  |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;954845 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;818618 |
| **Net Assets** | **1773463** |
| **Net Assets** |  |
| **Applicable to 48,344,143 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1773463** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$36.68** |

---

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

------

Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
| Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;8263 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;2438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(676) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| 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;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;5825 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**2440** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 280780 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Realized Net Gain (Loss)** | **280780** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>2</sup>** | **(27996)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **255224** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $56. |
| 2 | Realized net gain (loss) from an affiliated company of the portfolio was less than $1. There was no change in unrealized appreciation (depreciation) during the period. 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;280780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127220 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(27996) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267157 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;255224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397764 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(93467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3943) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;253883 | &nbsp;&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;&nbsp;&nbsp;&nbsp;3943 |
| Redeemed | &nbsp;&nbsp;&nbsp;(324693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234814) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18295) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;184414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375526 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1589049** | &nbsp;&nbsp;&nbsp;&nbsp;**1213523** |
| **End of Period** | **1773463** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income (Loss)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.051 | &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) |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.015 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.066 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.954) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9.912) | &nbsp;&nbsp;&nbsp;&nbsp;(3.470) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$36.68** | &nbsp;&nbsp;&nbsp;**$33.64** | &nbsp;&nbsp;&nbsp;**$25.34** | &nbsp;&nbsp;&nbsp;**$18.13** | &nbsp;&nbsp;&nbsp;**$38.27** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.89%** | &nbsp;&nbsp;&nbsp;**33.14%** | &nbsp;&nbsp;&nbsp;**40.13%** | &nbsp;&nbsp;&nbsp;**-33.37%** | &nbsp;&nbsp;&nbsp;**17.86%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1773 | &nbsp;&nbsp;&nbsp;$1589 | &nbsp;&nbsp;&nbsp;$1214 | &nbsp;&nbsp;&nbsp;$856 | &nbsp;&nbsp;&nbsp;$1337 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.36%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.34%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.33%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.34%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.41% |
| Ratio of Net Investment Income (Loss) to Average Net Assets | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;(0.04%) |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;66% |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.04%), (0.06%), (0.07%), (0.06%), and 0.02%. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.36%, 0.33% and 0.34% for 2025, 2023, and 2022 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 0.34%. |

---

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.

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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 year ended December 31, 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. 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.

**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 year ended December 31, 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 $676,000 (0.04%) 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 December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $43,000, 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 year ended December 31, 2025, these arrangements reduced the portfolio's expenses by $2,000
(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. 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 December 31, 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 | 1761097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1761097 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16199 |
| Total | 1763396 | &nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1777296 |

---

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized

------

Growth Portfolio

gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;10168 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;273070 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;535380 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;818618 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;13618 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;79849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;93467 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |

---

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

As of December 31, 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;1241916 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566559 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31179) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535380 |

---

**G.** During the year ended December 31, 2025, the portfolio purchased $788,320,000 of investment securities and sold $859,763,000 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 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 year ended December 31, 2025, such purchases were $0 and sales were $2,332,000, resulting in net realized loss of $183,000; 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;

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;7657 | &nbsp;&nbsp;&nbsp;&nbsp;7181 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Redeemed | (9868) | &nbsp;&nbsp;(7979) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;(660) |

---

**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.

At December 31, 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 60% 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.

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Growth 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.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Growth Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 48.8%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio distributed $79,849,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690G 022026

------

![](tm263123d12vvifhiyibondi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### High Yield Bond Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 28 |
| Tax information<br>| 29 |

---

------

High Yield Bond Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (5.6%)** | **U.S. Government and Agency Obligations (5.6%)** | **U.S. Government and Agency Obligations (5.6%)** | **U.S. Government and Agency Obligations (5.6%)** | **U.S. Government and Agency Obligations (5.6%)** | **U.S. Government and Agency Obligations (5.6%)** |
| **U.S. Government Securities (5.6%)** | **U.S. Government Securities (5.6%)** | **U.S. Government Securities (5.6%)** | **U.S. Government Securities (5.6%)** | **U.S. Government Securities (5.6%)** | **U.S. Government Securities (5.6%)** |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp; 5048 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 892 | &nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 175 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5430 | &nbsp;&nbsp; 5466 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 938 | &nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp; 5290 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3413 | &nbsp;&nbsp; 3436 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1516 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 480 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 619 | &nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 609 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1404 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2375 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 964 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 924 | &nbsp;&nbsp; 940 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 593 | &nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 443 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 942 | &nbsp;&nbsp; 821 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 289 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 61 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1174 | &nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &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; 5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &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; 5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp; 280 |
| **Total U.S. Government and Agency Obligations (Cost $44,812)** | **Total U.S. Government and Agency Obligations (Cost $44,812)** | **Total U.S. Government and Agency Obligations (Cost $44,812)** | **Total U.S. Government and Agency Obligations (Cost $44,812)** | **Total U.S. Government and Agency Obligations (Cost $44,812)** | &nbsp;&nbsp;**45079** |

---

------

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)** |
| **Corporate Bonds (85.9%)** | **Corporate Bonds (85.9%)** | **Corporate Bonds (85.9%)** | **Corporate Bonds (85.9%)** | **Corporate Bonds (85.9%)** | **Corporate Bonds (85.9%)** |
| **Communications (12.9%)** | **Communications (12.9%)** | **Communications (12.9%)** | **Communications (12.9%)** | **Communications (12.9%)** | **Communications (12.9%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1431 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 832 | &nbsp;&nbsp; 798 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp; 630 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 254 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 791 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 933 |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cable One Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 572 | &nbsp;&nbsp; 441 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 372 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1014 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp; 1224 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3510 | &nbsp;&nbsp; 3306 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3835 | &nbsp;&nbsp; 3524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3556 | &nbsp;&nbsp; 3191 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1255 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Cipher Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 892 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1622 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 990 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 501 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 179 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 138 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1271 | &nbsp;&nbsp; 781 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 354 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 843 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 | &nbsp;&nbsp; 2108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 | &nbsp;&nbsp; 1170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;EchoStar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;EchoStar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 | &nbsp;&nbsp; 1099 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp; 464 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Flash Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 218 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2625 | &nbsp;&nbsp; 2632 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Go Daddy Operating Co. LLC / GD Finance Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp; 1702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gray Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gray Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SAS | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1446 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SAS | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 297 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SAS | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SAS | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp; 1752 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp; 1074 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 141 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 982 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2255 | &nbsp;&nbsp; 2308 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 773 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp; 969 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Lorca Telecom Bondco SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 159 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1077 | &nbsp;&nbsp; 1073 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp; 396 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1015 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nexstar Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Odido Group Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Odido Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ROBLOX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1629 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunrise FinCo I BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&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; 9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;United Group BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1499 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;United Group BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3017 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Versant Media Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Vendor Financing Notes III DAC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Vendor Financing Notes IV DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;VZ Secured Financing BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;VZ Secured Financing BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1960 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2223 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WULF Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ziggo BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **104736** |
| **Consumer Discretionary (15.4%)** | **Consumer Discretionary (15.4%)** | **Consumer Discretionary (15.4%)** | **Consumer Discretionary (15.4%)** | **Consumer Discretionary (15.4%)** | **Consumer Discretionary (15.4%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1410 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3799 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acushnet Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Adient Global Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Amer Sports Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887 |
|  | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 710 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1267 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 861 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 259 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp; 988 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 268 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.694% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 912 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1758 | &nbsp;&nbsp; 1795 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 419 |
| <sup>3,4,7</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 642 |
| <sup>4,7</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 645 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brightstar Lottery plc / Brightstar Global Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 144 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1025 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp; 1388 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 548 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 341 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1427 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 721 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp; 1071 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 | &nbsp;&nbsp; 978 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 470 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 185 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 339 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 607 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 820 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 636 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CP Atlas Buyer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CP Atlas Buyer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 369 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.389% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1408 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 525 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garrett Motion Holdings Inc. / Garrett LX I Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &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; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 648 |

---

------

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;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &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; 4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 721 | &nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 165 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 504 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 757 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 687 |
| <sup>3</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; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 963 | &nbsp;&nbsp; 962 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LBM Acquisition LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LBM Acquisition LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1232 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 576 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 167 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Melco Resorts Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 346 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MGM China Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Miter Brands Acquisition Holdco Inc. / MIWD Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 184 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MIWD Holdco II LLC / MIWD Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 427 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1086 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 875 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1446 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 865 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 905 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.345% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 463 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 954 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 570 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ontario Gaming GTA LP / OTG Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Phinia Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;QXO Building Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 | &nbsp;&nbsp; 1740 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 746 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1667 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 870 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 979 |
| <sup>3</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; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp; 1468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Somnigroup International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp; 551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC / SBP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Speedway Motorsports LLC / Speedway Funding II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp; 1174 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Staples Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 | &nbsp;&nbsp; 1565 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 694 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Under Armour Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1153 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 447 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 945 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Victoria's Secret & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Victra Holdings LLC / Victra Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1502 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1198 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ZF North America Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2504 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ZF North America Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **124787** |
| **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1061 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bellis Acquisition Co. plc | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bellis Acquisition Co. plc | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Boots Group Finco LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3391 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Froneri Lux FinCo Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2776 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2817 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **28714** |
| **Energy (10.5%)** | **Energy (10.5%)** | **Energy (10.5%)** | **Energy (10.5%)** | **Energy (10.5%)** | **Energy (10.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1421 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1396 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 840 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 707 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2734 | &nbsp;&nbsp; 2718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1067 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;California Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 385 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 510 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 446 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 614 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 327 | &nbsp;&nbsp; 339 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 879 | &nbsp;&nbsp; 919 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp; 1226 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1621 | &nbsp;&nbsp; 1587 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 931 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Excelerate Energy LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howard Midstream Energy Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howard Midstream Energy Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 798 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 930 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1275 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Noble Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1773 | &nbsp;&nbsp; 1843 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northriver Midstream Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp; 1860 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 869 | &nbsp;&nbsp; 970 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 719 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 | &nbsp;&nbsp; 1699 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp; 1508 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 939 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2067 | &nbsp;&nbsp; 2042 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1213 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 553 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 409 | &nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1849 |
|  | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 480 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 809 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 454 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 850 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1876 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1075 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Titan Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;USA Compression Partners LP / USA Compression Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1498 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;USA Compression Partners LP / USA Compression Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1832 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1870 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1868 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1617 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Weatherford International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1029 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **84935** |
| **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** | **Financials (10.1%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2753 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 894 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC & Asurion Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2164 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1301 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2449 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Acceptance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Acceptance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1937 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CrossCountry Intermediate HoldCo LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CrossCountry Intermediate HoldCo LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1321 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2399 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 708 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1098 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 917 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322 |
| <sup>3</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; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1515 |
| <sup>3</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; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2045 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 4.198% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1065 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1067 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rfna LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1647 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1948 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments LLC / Shift4 Payments Finance Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Stonebriar ABF Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;USI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WEX Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **81930** |
| **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1261229 BC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1287 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1783 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1919 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Genmab A/S / Genmab Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Genmab A/S / Genmab Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1358 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Jazz Securities DAC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3486 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Radiology Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &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; 5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **55931** |
| **Industrials (7.1%)** | **Industrials (7.1%)** | **Industrials (7.1%)** | **Industrials (7.1%)** | **Industrials (7.1%)** | **Industrials (7.1%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ADT Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1609 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC / Allied Universal Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1749 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC / Allied Universal Finance Corp. / Atlas Luxco 4 Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1855 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Aramark Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Arcosa Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;ATI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1478 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3286 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enpro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1738 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. / First Transit Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2682 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Genesee & Wyoming Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goat Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1453 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2649 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 736 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Reworld Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TK Elevator US Newco Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2095 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2985 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1154 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1245 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1253 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **57914** |
| **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alcoa Nederland Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Alumina Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alumina Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 602 | &nbsp;&nbsp; 625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 116 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Group SA | &nbsp;&nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1042 |
| <sup>3</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; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp; 881 |
| <sup>3</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; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1558 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 337 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp; 1350 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 396 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 401 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp; 1456 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Big River Steel LLC / BRS Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 667 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 406 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1322 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 866 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1439 | &nbsp;&nbsp; 1306 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp; 978 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 774 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 850 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 854 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1082 | &nbsp;&nbsp; 1106 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1215 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 515 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 946 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Crown Americas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 486 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1091 | &nbsp;&nbsp; 1067 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 436 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp; 409 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp; 554 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp; 1767 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 301 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 599 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 748 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 963 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Inversion Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1584 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Magnera Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp; 665 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp; 970 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 362 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 828 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 527 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OI European Group BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2559 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1322 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1510 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1560 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1795 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 809 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Silgan Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Solstice Advanced Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Building Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Building Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1266 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1297 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tronox Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tronox Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Windsor Holdings III LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **78070** |
| **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1932 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 899 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1704 |
| <sup>3</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; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RHP Hotel Properties LP / RHP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RHP Hotel Properties LP / RHP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **16585** |

---

------

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) |
| **Technology (5.5%)** | **Technology (5.5%)** | **Technology (5.5%)** | **Technology (5.5%)** | **Technology (5.5%)** | **Technology (5.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Amentum Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Amkor Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AthenaHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2879 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CACI International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>3</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; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2867 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2810 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Coherent Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1341 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1435 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gen Digital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gen Digital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Imola Merger Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5542 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McAfee Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3116 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2596 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1616 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2498 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;X Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44163** |
| **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;AmeriGas Partners LP / AmeriGas Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;California Buyer Ltd / Atlantica Sustainable Infrastructure plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2609 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1311 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hawaiian Electric Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1306 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Suburban Propane Partners LP / Suburban Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Talen Energy Supply LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Talen Energy Supply LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;TransAlta Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1937 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19376** |
| **Total Corporate Bonds (Cost $686,451)** | **Total Corporate Bonds (Cost $686,451)** | **Total Corporate Bonds (Cost $686,451)** | **Total Corporate Bonds (Cost $686,451)** | **Total Corporate Bonds (Cost $686,451)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**697141** |
| **Floating Rate Loan Interests (3.3%)** | **Floating Rate Loan Interests (3.3%)** | **Floating Rate Loan Interests (3.3%)** | **Floating Rate Loan Interests (3.3%)** | **Floating Rate Loan Interests (3.3%)** | **Floating Rate Loan Interests (3.3%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Amentum Government Services Holdings LLC Term Loan B, TSFR1M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.716% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.134% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.134% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.066% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-12, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.966% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.966% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-3, TSFR1M + 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9.081% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Athenahealth Group Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 773 | &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; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. Term Loan B, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.966% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1302 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.922% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.120% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC Term Loan B-2, TSFR3M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.672% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Boots Group Bidco Ltd. Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Brown Group Holding LLC Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.922% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Chobani LLC Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.966% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1137 | &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; 6.623% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC Term Loan B-3, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| <sup>7,8</sup> | &nbsp;&nbsp;&nbsp;Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1992 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.466% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.172% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan C, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.172% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.784% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Froneri Lux Finco Sarl Term Loan, TSFR6M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.122% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.236% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Gryphon Acquire Newco LLC Term Loan B, TSFR6M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.854% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Howden Group Holdings Ltd. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.120% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;IRB Holding Corp. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. Term Loan B, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.445% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;LBM Acquisition LLC Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.584% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &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; 6.716% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP Term Loan B, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP Term Loan B, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;NorthRiver Midstream Finance LP Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.235% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.686% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Qnity Electronics Inc. Term Loan B, TSFR6M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.804% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.966% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.466% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Sazerac Co. Inc. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2032 | &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 + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.582% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Staples Inc. Term Loan B, TSFR3M + 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.604% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. Term Loan B, TSFR3M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.672% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH Term Loan B, TSFR6M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.947% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.422% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
| **Total Floating Rate Loan Interests (Cost $26,789)** | **Total Floating Rate Loan Interests (Cost $26,789)** | **Total Floating Rate Loan Interests (Cost $26,789)** | **Total Floating Rate Loan Interests (Cost $26,789)** | **Total Floating Rate Loan Interests (Cost $26,789)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26714** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Common Stocks (0.1%)** | **Common Stocks (0.1%)** | **Common Stocks (0.1%)** | **Common Stocks (0.1%)** | **Common Stocks (0.1%)** | **Common Stocks (0.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yeoman Capital SA | &nbsp;&nbsp;&nbsp;Yeoman Capital SA | &nbsp;&nbsp;&nbsp;Yeoman Capital SA | 85863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Luxco Co. Ltd. | &nbsp;&nbsp;&nbsp;Luxco Co. Ltd. | &nbsp;&nbsp;&nbsp;Luxco Co. Ltd. | 10141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| **Total Common Stocks (Cost $2,296)** | **Total Common Stocks (Cost $2,296)** | **Total Common Stocks (Cost $2,296)** | **Total Common Stocks (Cost $2,296)** | **Total Common Stocks (Cost $2,296)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**935** |
| **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** | **Temporary Cash Investments (3.3%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 3.780% |  | &nbsp;&nbsp;&nbsp;&nbsp;44110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4411 |

---

------

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) |
| **Repurchase Agreement (2.8%)** | **Repurchase Agreement (2.8%)** | **Repurchase Agreement (2.8%)** | **Repurchase Agreement (2.8%)** | **Repurchase Agreement (2.8%)** |
| &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 12/31/2025, Repurchase Value $22,505, collateralized by U.S. Government Agency Obligations 2.490%–7.000%, 6/1/2027–12/1/2055, with a value of $22,950) | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp; 22500 |
| **Total Temporary Cash Investments (Cost $26,911)** | **Total Temporary Cash Investments (Cost $26,911)** | **Total Temporary Cash Investments (Cost $26,911)** | **Total Temporary Cash Investments (Cost $26,911)** | &nbsp;&nbsp;**26911** |
| **Total Investments (98.2%) (Cost $787,259)** | **Total Investments (98.2%) (Cost $787,259)** | **Total Investments (98.2%) (Cost $787,259)** | **Total Investments (98.2%) (Cost $787,259)** | **796780** |
| **Other Assets and Liabilities—Net (1.8%)** | **Other Assets and Liabilities—Net (1.8%)** | **Other Assets and Liabilities—Net (1.8%)** | **Other Assets and Liabilities—Net (1.8%)** | &nbsp;&nbsp;**14245** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **811025** |
| 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 $1,618 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $918 have been segregated as initial margin for open futures contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2025, the aggregate value was $586,968, representing 72.4% of net assets. |
| 4 | Face amount denominated in euro. |
| 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 | Face amount denominated in British pounds. |
| 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 | Represents an unsettled loan as of December 31, 2025. The coupon rate is not known until the settlement date. |
| 9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | DAC—Designated Activity Company. |
|  | EURIBOR—Euro Interbank Offered Rate. |
|  | REIT—Real Estate Investment Trust. |
|  | 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. |

---

------

#### 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 | March 2026 | 119 | 24846 | &nbsp;&nbsp;(12) |
| 5-Year U.S. Treasury Note | March 2026 | 294 | 32136 | &nbsp;&nbsp;(109) |
| 10-Year U.S. Treasury Note | March 2026 | 41 | 4610 | &nbsp;&nbsp;(31) |
| Long U.S. Treasury Bond | March 2026 | 19 | 2196 | &nbsp;&nbsp;(25) |
| Ultra 10-Year U.S. Treasury Note | March 2026 | 59 | 6786 | &nbsp;&nbsp;(43) |
| Ultra Long U.S. Treasury Bond | March 2026 | 3 | 354 | &nbsp;&nbsp;(8) |
|  |  |  |  | &nbsp;&nbsp;(228) |
| Short Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2026 | (8) | (1670) | &nbsp;&nbsp;— |
| Euro-Bobl | March 2026 | (38) | (5187) | &nbsp;&nbsp;22 |
| Euro-Schatz | March 2026 | (55) | (6902) | &nbsp;&nbsp;9 |
| Long U.S. Treasury Bond | March 2026 | (1) | (116) | &nbsp;&nbsp;1 |
| Ultra Long U.S. Treasury Bond | March 2026 | (3) | (354) | &nbsp;&nbsp;7 |
|  |  |  |  | &nbsp;&nbsp;39 |
|  |  |  |  | &nbsp;&nbsp;(189) |

---

&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 |
| 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;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 | 1/30/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;18 &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |

---

------

High Yield Bond Portfolio

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
| 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) |
| UBS AG | &nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;21720 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;18475 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3) |
| Wells Fargo Bank N.A. | 12/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Deutsche Bank AG | 12/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Wells Fargo Bank N.A. | &nbsp;&nbsp;&nbsp;1/12/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | &nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(35) |

---

---

| |
|:---|
| 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-S45-V1 | 12/21/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;21190 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;88 |

---

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.

------

High Yield Bond Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $782,848) | 792369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $4,411) | &nbsp;&nbsp;&nbsp;&nbsp;4411 |
| Total Investments in Securities | 796780 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| Foreign Currency, at Value (Cost $3,319) | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;12107 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;1364 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total Assets** | **814279** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;2552 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Variation Margin Payable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**3254** |
| **Net Assets** | **811025** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 801996 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;9029 |
| **Net Assets** | **811025** |
| **Net Assets** |  |
| **Applicable to 107,382,218 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **811025** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;**$7.55** |

---

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

------

High Yield Bond Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 47909 |
| Total Income | 47909 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;344 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;1339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Total Expenses | &nbsp;&nbsp;1838 |
| **Net Investment Income** | **46071** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;2361 |
| Futures Contracts | &nbsp;&nbsp;1154 |
| Swap Contracts | &nbsp;&nbsp;1482 |
| Forward Currency Contracts | (2013) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;212 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;**3196** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 19130 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(91) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(161) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| **Change in Unrealized Appreciation (Depreciation)** | **18915** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **68182** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $380, less than $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.

------

High Yield Bond Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;46071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44316 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;18915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;68182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46183 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(48210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41199) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;157697 | &nbsp;&nbsp;&nbsp;&nbsp;154075 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;48210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41199 |
| Redeemed | (155816) | &nbsp;&nbsp;&nbsp;&nbsp;(194187) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;50091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;70063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**740962** | &nbsp;&nbsp;&nbsp;&nbsp;**734891** |
| **End of Period** | &nbsp;&nbsp;&nbsp;**811025** | &nbsp;&nbsp;&nbsp;&nbsp;**740962** |

---

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

------

High Yield Bond Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.439 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.203 | &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) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.642 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.492) | &nbsp;&nbsp;&nbsp;&nbsp;(.422) | &nbsp;&nbsp;&nbsp;&nbsp;(.356) | &nbsp;&nbsp;&nbsp;&nbsp;(.371) | &nbsp;&nbsp;&nbsp;&nbsp;(.344) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.492) | &nbsp;&nbsp;&nbsp;&nbsp;(.422) | &nbsp;&nbsp;&nbsp;&nbsp;(.356) | &nbsp;&nbsp;&nbsp;&nbsp;(.371) | &nbsp;&nbsp;&nbsp;&nbsp;(.344) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$7.55** | &nbsp;&nbsp;&nbsp;**$7.40** | &nbsp;&nbsp;&nbsp;**$7.38** | &nbsp;&nbsp;&nbsp;**$6.96** | &nbsp;&nbsp;&nbsp;**$8.06** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**9.18%** | &nbsp;&nbsp;&nbsp;**6.30%** | &nbsp;&nbsp;&nbsp;**11.66%** | &nbsp;&nbsp;&nbsp;**-9.23%** | &nbsp;&nbsp;&nbsp;**3.68%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$811 | &nbsp;&nbsp;&nbsp;$741 | &nbsp;&nbsp;&nbsp;$735 | &nbsp;&nbsp;&nbsp;$628 | &nbsp;&nbsp;&nbsp;$779 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;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% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;5.98% | &nbsp;&nbsp;&nbsp;5.91% | &nbsp;&nbsp;&nbsp;5.71% | &nbsp;&nbsp;&nbsp;4.82% | &nbsp;&nbsp;&nbsp;4.22% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;43% | &nbsp;&nbsp;&nbsp;34% | &nbsp;&nbsp;&nbsp;30% |

---

---

| | |
|:---|:---|
| 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. 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. 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 depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The 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 year ended December 31, 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

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High Yield Bond Portfolio

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 year ended December 31, 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 year ended December 31, 2025, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 3% 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.

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High Yield Bond Portfolio

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 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 year ended December 31, 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 $44,000 for the year ended December 31, 2025.

For the year ended December 31, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual rate of 0.04% 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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Capital Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $19,000, 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 December 31, 2025, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;45079 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;45079 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;697141 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;697141 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26714 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26714 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
| Temporary Cash Investments | 4411 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26911 |
| Total | 4411 | &nbsp;&nbsp;&nbsp;792369 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;796780 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (228) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(228) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(35) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(35) |
| Total | (228) | &nbsp;&nbsp;&nbsp;(35) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(263) |

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

**E.** At December 31, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

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| | | | | |
|:---|:---|:---|:---|:---|
| 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> | 39 |  |  | &nbsp;&nbsp;39 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> |  |  | 88 | &nbsp;&nbsp;88 |
| Unrealized Appreciation—Forward Currency Contracts |  |  |  | &nbsp;&nbsp;— |
| Total Assets | 39 |  | 88 | &nbsp;&nbsp;127 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (228) |  |  | &nbsp;&nbsp;(228) |
| Unrealized Depreciation—Forward Currency Contracts |  | (35) |  | &nbsp;&nbsp;(35) |
| Liabilities | (228) | (35) |  | &nbsp;&nbsp;(263) |

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2025, were:

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| | | | | |
|:---|:---|:---|:---|:---|
| 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 | 1154 |  |  | &nbsp;&nbsp;1154 |
| Swap Contracts |  |  | 1482 | &nbsp;&nbsp;1482 |
| Forward Currency Contracts |  | (2013) |  | &nbsp;&nbsp;(2013) |
| Realized Net Gain (Loss) on Derivatives | 1154 | (2013) | 1482 | &nbsp;&nbsp;623 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (91) |  |  | &nbsp;&nbsp;(91) |
| Swap Contracts |  |  | 23 | &nbsp;&nbsp;23 |
| Forward Currency Contracts |  | (161) |  | &nbsp;&nbsp;(161) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (91) | (161) | 23 | &nbsp;&nbsp;(229) |

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**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, in-kind redemptions, swap agreements, and distributions in connection with fund share redemptions.

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High Yield Bond Portfolio

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, the recognition of gain or loss from foreign currency hedges, and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;43295 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8278 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(42544) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9029 |

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The tax character of distributions paid was as follows:

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| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;48210 | &nbsp;&nbsp;&nbsp;&nbsp;41199 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;48210 | &nbsp;&nbsp;&nbsp;&nbsp;41199 |

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

As of December 31, 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;788562 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;17541 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(9265) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8276 |

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**G.** During the year ended December 31, 2025, the portfolio purchased $291,055,000 of investment securities and sold $262,307,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $81,968,000 and $76,886,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;21611 | &nbsp;&nbsp;&nbsp;&nbsp;21231 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;6877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
| Redeemed | (21292) | &nbsp;&nbsp;(26560) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;7196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |

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

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High Yield Bond Portfolio

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 December 31, 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 34% 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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

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Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds High Yield Bond Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds High Yield Bond Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent, agent banks and brokers; when replies were not received from agent banks and brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $1,786,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690HY 022026

------

![](tm263123d12vvifintrntli001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### International Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 14 |
| Tax information<br>| 15 |

---

------

International Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (0.9%)** | **Australia (0.9%)** | **Australia (0.9%)** | **Australia (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;626661 | &nbsp;&nbsp;&nbsp;&nbsp; 28491 |
| **Austria (0.8%)** | **Austria (0.8%)** | **Austria (0.8%)** | **Austria (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;223398 | &nbsp;&nbsp;&nbsp;&nbsp; 26788 |
| **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;39269 | &nbsp;&nbsp;&nbsp;&nbsp; 33125 |
|  | &nbsp;&nbsp;&nbsp;UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60008 | &nbsp;&nbsp;&nbsp;&nbsp; 16720 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **49845** |
| **Brazil (2.6%)** | **Brazil (2.6%)** | **Brazil (2.6%)** | **Brazil (2.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NU Holdings Ltd. Class A | 4669392 | &nbsp;&nbsp;&nbsp;&nbsp; 78166 |
|  | &nbsp;&nbsp;&nbsp;Raia Drogasil SA | 1622658 | &nbsp;&nbsp;&nbsp;&nbsp; 6920 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **85086** |
| **Canada (2.2%)** | **Canada (2.2%)** | **Canada (2.2%)** | **Canada (2.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shopify Inc. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;290601 | &nbsp;&nbsp;&nbsp;&nbsp; 46778 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;279272 | &nbsp;&nbsp;&nbsp;&nbsp; 26321 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **73099** |
| **China (9.6%)** | **China (9.6%)** | **China (9.6%)** | **China (9.6%)** |
|  | &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;897400 | &nbsp;&nbsp;&nbsp;&nbsp; 68870 |
|  | &nbsp;&nbsp;&nbsp;BYD Co. Ltd. Class H | 5070400 | &nbsp;&nbsp;&nbsp;&nbsp; 61964 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDD Holdings Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;363942 | &nbsp;&nbsp;&nbsp;&nbsp; 41268 |
|  | &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co. Ltd. Class A (XSHE) | &nbsp;&nbsp;&nbsp;&nbsp;662200 | &nbsp;&nbsp;&nbsp;&nbsp; 34820 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Meituan Class B | 2538192 | &nbsp;&nbsp;&nbsp;&nbsp; 33637 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc. | 3586500 | &nbsp;&nbsp;&nbsp;&nbsp; 14503 |
|  | &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;265300 | &nbsp;&nbsp;&nbsp;&nbsp; 13950 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR | &nbsp;&nbsp;&nbsp;&nbsp;761951 | &nbsp;&nbsp;&nbsp;&nbsp; 13357 |
|  | &nbsp;&nbsp;&nbsp;Shenzhen Inovance Technology Co. Ltd. Class A | 1119121 | &nbsp;&nbsp;&nbsp;&nbsp; 12061 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Akeso Inc. | &nbsp;&nbsp;&nbsp;&nbsp;764000 | &nbsp;&nbsp;&nbsp;&nbsp; 11119 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group Co. Ltd. Class H | 1655400 | &nbsp;&nbsp;&nbsp;&nbsp; 11077 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **316626** |
| **Denmark (3.9%)** | **Denmark (3.9%)** | **Denmark (3.9%)** | **Denmark (3.9%)** |
|  | &nbsp;&nbsp;&nbsp;DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;210698 | &nbsp;&nbsp;&nbsp;&nbsp; 53066 |
|  | &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S | &nbsp;&nbsp;&nbsp;&nbsp;685214 | &nbsp;&nbsp;&nbsp;&nbsp; 18533 |
|  | &nbsp;&nbsp;&nbsp;Novo Nordisk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;357910 | &nbsp;&nbsp;&nbsp;&nbsp; 18153 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genmab A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55477 | &nbsp;&nbsp;&nbsp;&nbsp; 17197 |
|  | &nbsp;&nbsp;&nbsp;Ambu A/S Class B | 1134662 | &nbsp;&nbsp;&nbsp;&nbsp; 15635 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zealand Pharma A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75843 | &nbsp;&nbsp;&nbsp;&nbsp; 5510 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **128094** |
| **France (4.4%)** | **France (4.4%)** | **France (4.4%)** | **France (4.4%)** |
|  | &nbsp;&nbsp;&nbsp;Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16933 | &nbsp;&nbsp;&nbsp;&nbsp; 42042 |
|  | &nbsp;&nbsp;&nbsp;L'Oreal SA (XPAR) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89721 | &nbsp;&nbsp;&nbsp;&nbsp; 38519 |
|  | &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75892 | &nbsp;&nbsp;&nbsp;&nbsp; 20762 |
|  | &nbsp;&nbsp;&nbsp;Legrand SA | &nbsp;&nbsp;&nbsp;&nbsp;122436 | &nbsp;&nbsp;&nbsp;&nbsp; 18202 |
|  | &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18104 | &nbsp;&nbsp;&nbsp;&nbsp; 13645 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;111053 | &nbsp;&nbsp;&nbsp;&nbsp; 10745 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SOITEC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60821 | &nbsp;&nbsp;&nbsp;&nbsp; 1643 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **145558** |
| **Germany (3.5%)** | **Germany (3.5%)** | **Germany (3.5%)** | **Germany (3.5%)** |
|  | &nbsp;&nbsp;&nbsp;SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;125944 | &nbsp;&nbsp;&nbsp;&nbsp; 30600 |
|  | &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (XETR) | &nbsp;&nbsp;&nbsp;&nbsp;203195 | &nbsp;&nbsp;&nbsp;&nbsp; 22034 |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61794 | &nbsp;&nbsp;&nbsp;&nbsp; 17307 |
|  | &nbsp;&nbsp;&nbsp;Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;149826 | &nbsp;&nbsp;&nbsp;&nbsp; 16453 |
|  | &nbsp;&nbsp;&nbsp;Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;355143 | &nbsp;&nbsp;&nbsp;&nbsp; 15495 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;573579 | &nbsp;&nbsp;&nbsp;&nbsp; 15120 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **117009** |
| **Hong Kong (1.2%)** | **Hong Kong (1.2%)** | **Hong Kong (1.2%)** | **Hong Kong (1.2%)** |
|  | &nbsp;&nbsp;&nbsp;AIA Group Ltd. | 3804800 | &nbsp;&nbsp;&nbsp;&nbsp; 39163 |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **India (2.3%)** | **India (2.3%)** | **India (2.3%)** | **India (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;HDFC Bank Ltd. | 3721457 | &nbsp;&nbsp;&nbsp;&nbsp; 41111 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MakeMyTrip Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;218779 | &nbsp;&nbsp;&nbsp;&nbsp; 17966 |
|  | &nbsp;&nbsp;&nbsp;Reliance Industries Ltd. | 1019791 | &nbsp;&nbsp;&nbsp;&nbsp; 17845 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;ANI Technologies Private Ltd. PP (Acquired 12/1/2015, Cost $5,969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170 | &nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **77140** |
| **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** | **Indonesia (0.3%)** |
|  | &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT | 21078900 | &nbsp;&nbsp;&nbsp;&nbsp; 10179 |
| **Israel (0.6%)** | **Israel (0.6%)** | **Israel (0.6%)** | **Israel (0.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wix.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100217 | &nbsp;&nbsp;&nbsp;&nbsp; 10412 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49275 | &nbsp;&nbsp;&nbsp;&nbsp; 9143 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19555** |
| **Italy (2.7%)** | **Italy (2.7%)** | **Italy (2.7%)** | **Italy (2.7%)** |
|  | &nbsp;&nbsp;&nbsp;Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;109050 | &nbsp;&nbsp;&nbsp;&nbsp; 40525 |
|  | &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;782965 | &nbsp;&nbsp;&nbsp;&nbsp; 20286 |
|  | &nbsp;&nbsp;&nbsp;Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;187516 | &nbsp;&nbsp;&nbsp;&nbsp; 18706 |
|  | &nbsp;&nbsp;&nbsp;Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88557 | &nbsp;&nbsp;&nbsp;&nbsp; 10157 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **89674** |
| **Japan (10.9%)** | **Japan (10.9%)** | **Japan (10.9%)** | **Japan (10.9%)** |
|  | &nbsp;&nbsp;&nbsp;Advantest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;601500 | &nbsp;&nbsp;&nbsp;&nbsp; 76058 |
|  | &nbsp;&nbsp;&nbsp;Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146100 | &nbsp;&nbsp;&nbsp;&nbsp; 52848 |
|  | &nbsp;&nbsp;&nbsp;Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;114100 | &nbsp;&nbsp;&nbsp;&nbsp; 34762 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1657300 | &nbsp;&nbsp;&nbsp;&nbsp; 26303 |
|  | &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;988200 | &nbsp;&nbsp;&nbsp;&nbsp; 23200 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;689800 | &nbsp;&nbsp;&nbsp;&nbsp; 17694 |
|  | &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp; 16462 |
|  | &nbsp;&nbsp;&nbsp;ITOCHU Corp. | 1256000 | &nbsp;&nbsp;&nbsp;&nbsp; 15872 |
|  | &nbsp;&nbsp;&nbsp;KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;814900 | &nbsp;&nbsp;&nbsp;&nbsp; 14104 |
|  | &nbsp;&nbsp;&nbsp;Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92400 | &nbsp;&nbsp;&nbsp;&nbsp; 14014 |
|  | &nbsp;&nbsp;&nbsp;SBI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp; 12628 |
|  | &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;212700 | &nbsp;&nbsp;&nbsp;&nbsp; 11952 |
|  | &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83700 | &nbsp;&nbsp;&nbsp;&nbsp; 10705 |
|  | &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;385600 | &nbsp;&nbsp;&nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;265600 | &nbsp;&nbsp;&nbsp;&nbsp; 7451 |
|  | &nbsp;&nbsp;&nbsp;SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp; 5882 |
|  | &nbsp;&nbsp;&nbsp;Terumo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 |
|  | &nbsp;&nbsp;&nbsp;Shimano Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53700 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **359532** |
| **Netherlands (7.7%)** | **Netherlands (7.7%)** | **Netherlands (7.7%)** | **Netherlands (7.7%)** |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;112110 | &nbsp;&nbsp;&nbsp;&nbsp; 120801 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Adyen NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54565 | &nbsp;&nbsp;&nbsp;&nbsp; 87990 |
|  | &nbsp;&nbsp;&nbsp;EXOR NV | &nbsp;&nbsp;&nbsp;&nbsp;334660 | &nbsp;&nbsp;&nbsp;&nbsp; 28427 |
|  | &nbsp;&nbsp;&nbsp;Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;203798 | &nbsp;&nbsp;&nbsp;&nbsp; 16815 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **254033** |
| **Norway (0.4%)** | **Norway (0.4%)** | **Norway (0.4%)** | **Norway (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;511847 | &nbsp;&nbsp;&nbsp;&nbsp; 14260 |
| **Singapore (2.7%)** | **Singapore (2.7%)** | **Singapore (2.7%)** | **Singapore (2.7%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sea Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;713955 | &nbsp;&nbsp;&nbsp;&nbsp; 91079 |
| **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** | **South Korea (2.8%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coupang Inc. | 2221377 | &nbsp;&nbsp;&nbsp;&nbsp; 52402 |
|  | &nbsp;&nbsp;&nbsp;SK Hynix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63570 | &nbsp;&nbsp;&nbsp;&nbsp; 28790 |
|  | &nbsp;&nbsp;&nbsp;Samsung Electronics Co. Ltd. (XKRX) | &nbsp;&nbsp;&nbsp;&nbsp;121438 | &nbsp;&nbsp;&nbsp;&nbsp; 10178 |
|  | &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; **91370** |
| **Spain (1.4%)** | **Spain (1.4%)** | **Spain (1.4%)** | **Spain (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 1355762 | &nbsp;&nbsp;&nbsp;&nbsp; 31802 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola SA (XMAD) | &nbsp;&nbsp;&nbsp;&nbsp;642109 | &nbsp;&nbsp;&nbsp;&nbsp; 13904 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45706** |
| **Sweden (5.4%)** | **Sweden (5.4%)** | **Sweden (5.4%)** | **Sweden (5.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;179345 | &nbsp;&nbsp;&nbsp;&nbsp; 104148 |
|  | &nbsp;&nbsp;&nbsp;Atlas Copco AB Class A | 3339918 | &nbsp;&nbsp;&nbsp;&nbsp; 59459 |
|  | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB Class A | &nbsp;&nbsp;&nbsp;&nbsp;550890 | &nbsp;&nbsp;&nbsp;&nbsp; 7981 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kinnevik AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;853670 | &nbsp;&nbsp;&nbsp;&nbsp; 7696 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **179284** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Switzerland (5.5%)** | **Switzerland (5.5%)** | **Switzerland (5.5%)** | **Switzerland (5.5%)** |
|  | &nbsp;&nbsp;&nbsp;Galderma Group AG | &nbsp;&nbsp;&nbsp;&nbsp;203331 | &nbsp;&nbsp;&nbsp;&nbsp; 41405 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94036 | &nbsp;&nbsp;&nbsp;&nbsp; 38834 |
|  | &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA Class A (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98716 | &nbsp;&nbsp;&nbsp;&nbsp; 21288 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;VAT Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39224 | &nbsp;&nbsp;&nbsp;&nbsp; 18831 |
|  | &nbsp;&nbsp;&nbsp;Lonza Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20501 | &nbsp;&nbsp;&nbsp;&nbsp; 13822 |
|  | &nbsp;&nbsp;&nbsp;Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp; 12771 |
|  | &nbsp;&nbsp;&nbsp;Temenos AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;122094 | &nbsp;&nbsp;&nbsp;&nbsp; 12143 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;149507 | &nbsp;&nbsp;&nbsp;&nbsp; 11830 |
|  | &nbsp;&nbsp;&nbsp;Belimo Holding AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11296 | &nbsp;&nbsp;&nbsp;&nbsp; 11037 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **181961** |
| **Taiwan (7.3%)** | **Taiwan (7.3%)** | **Taiwan (7.3%)** | **Taiwan (7.3%)** |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. (XTAI) | 4724000 | &nbsp;&nbsp;&nbsp;&nbsp; 232219 |
|  | &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co. Ltd. | 1189000 | &nbsp;&nbsp;&nbsp;&nbsp; 8716 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **240935** |
| **United Kingdom (8.2%)** | **United Kingdom (8.2%)** | **United Kingdom (8.2%)** | **United Kingdom (8.2%)** |
|  | &nbsp;&nbsp;&nbsp;RELX plc | &nbsp;&nbsp;&nbsp;&nbsp;972405 | &nbsp;&nbsp;&nbsp;&nbsp; 39175 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wise plc Class A | 3077907 | &nbsp;&nbsp;&nbsp;&nbsp; 36873 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;154927 | &nbsp;&nbsp;&nbsp;&nbsp; 28671 |
|  | &nbsp;&nbsp;&nbsp;Shell plc | &nbsp;&nbsp;&nbsp;&nbsp;728549 | &nbsp;&nbsp;&nbsp;&nbsp; 26989 |
|  | &nbsp;&nbsp;&nbsp;London Stock Exchange Group plc | &nbsp;&nbsp;&nbsp;&nbsp;167746 | &nbsp;&nbsp;&nbsp;&nbsp; 20178 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 3967605 | &nbsp;&nbsp;&nbsp;&nbsp; 20050 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;225857 | &nbsp;&nbsp;&nbsp;&nbsp; 18193 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group plc | &nbsp;&nbsp;&nbsp;&nbsp;218312 | &nbsp;&nbsp;&nbsp;&nbsp; 17666 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp;242325 | &nbsp;&nbsp;&nbsp;&nbsp; 15833 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 9116791 | &nbsp;&nbsp;&nbsp;&nbsp; 12059 |
|  | &nbsp;&nbsp;&nbsp;Sage Group plc | &nbsp;&nbsp;&nbsp;&nbsp;642468 | &nbsp;&nbsp;&nbsp;&nbsp; 9344 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ocado Group plc | 2151007 | &nbsp;&nbsp;&nbsp;&nbsp; 6805 |
|  | &nbsp;&nbsp;&nbsp;Whitbread plc | &nbsp;&nbsp;&nbsp;&nbsp;182534 | &nbsp;&nbsp;&nbsp;&nbsp; 6256 |
|  | &nbsp;&nbsp;&nbsp;Bunzl plc | &nbsp;&nbsp;&nbsp;&nbsp;212262 | &nbsp;&nbsp;&nbsp;&nbsp; 5927 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39358 | &nbsp;&nbsp;&nbsp;&nbsp; 4302 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;The Brandtech Group LLC PP (Acquired 9/23/2015, Cost $5,200) | 3903901 | &nbsp;&nbsp;&nbsp;&nbsp; 2467 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **270788** |
| **United States (7.6%)** | **United States (7.6%)** | **United States (7.6%)** | **United States (7.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59838 | &nbsp;&nbsp;&nbsp;&nbsp; 120529 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;277539 | &nbsp;&nbsp;&nbsp;&nbsp; 51761 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67014 | &nbsp;&nbsp;&nbsp;&nbsp; 32409 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Atlassian Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;105959 | &nbsp;&nbsp;&nbsp;&nbsp; 17180 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;373768 | &nbsp;&nbsp;&nbsp;&nbsp; 11022 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Block Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;109659 | &nbsp;&nbsp;&nbsp;&nbsp; 7138 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liberty Media Corp.-Liberty Formula One Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71784 | &nbsp;&nbsp;&nbsp;&nbsp; 7072 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mobileye Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;324695 | &nbsp;&nbsp;&nbsp;&nbsp; 3390 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **250501** |
| **Total Common Stocks (Cost $2,495,377)** | **Total Common Stocks (Cost $2,495,377)** | **Total Common Stocks (Cost $2,495,377)** | &nbsp;&nbsp;&nbsp;&nbsp;**3185756** |
| **Preferred Stock (0.8%)** | **Preferred Stock (0.8%)** | **Preferred Stock (0.8%)** | **Preferred Stock (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Sartorius AG Preference Shares **(Cost $49,689**) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88856 | &nbsp;&nbsp;&nbsp;&nbsp; **25588** |
| **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>4</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% **(Cost $86,853)** | &nbsp;&nbsp;&nbsp;&nbsp;868532 | &nbsp;&nbsp;&nbsp;&nbsp; **86853** |
| **Total Investments (99.8%) (Cost $2,631,919)** | **Total Investments (99.8%) (Cost $2,631,919)** | **Total Investments (99.8%) (Cost $2,631,919)** | &nbsp;&nbsp;&nbsp;&nbsp;**3298197** |
| **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;**5610** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**3303807** |
| 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 December 31, 2025, the aggregate value was $192,277, representing 5.8% of net assets. |
| 2 | Restricted securities totaling $2,685, representing 0.1% of net assets. |
| 3 | Security value determined using significant unobservable inputs. |
| 4 | 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. |
|  | PP—Private Placement. |
|  | Ptg. Ctf.—Participating Certificates. |

---

------

International Portfolio

------

#### 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 |  |  |  |  |
| MSCI EAFE Index | March 2026 | 382 | 55430 | &nbsp;&nbsp;143 |
| MSCI Emerging Markets Index | March 2026 | 376 | 26534 | &nbsp;&nbsp;536 |
|  |  |  |  | &nbsp;&nbsp;679 |

---

&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 | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(19) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(23) |

---

---

| |
|:---|
| 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 December 31, 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 $2,545,066) | 3211344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $86,853) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86853 |
| Total Investments in Securities | 3298197 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 |
| Foreign Currency, at Value (Cost $1,215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7239 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| **Total Assets** | **3309701** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Deferred Foreign Capital Gains Taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5894** |
| **Net Assets** | **3303807** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2459300 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;844507 |
| **Net Assets** | **3303807** |
| **Net Assets** |  |
| **Applicable to 115,544,468 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3303807** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$28.59** |

---

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

------

International Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;34033 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3664 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Total Income | &nbsp;&nbsp;37746 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;4898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(823) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Total Expenses | &nbsp;&nbsp;10111 |
| **Net Investment Income** | &nbsp;&nbsp;**27635** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 147948 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;9000 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(272) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(106) |
| **Realized Net Gain (Loss)** | **156570** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2,3</sup> | 378900 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
| **Change in Unrealized Appreciation (Depreciation)** | **382835** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **567040** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $3,952. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,549, ($3), and ($1), 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 $1,422. |

---

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

------

International Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29435 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;156570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189792 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;382835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45255 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;567040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264482 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(205044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137100) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;347915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252901 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;205044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137100 |
| Redeemed | &nbsp;&nbsp;&nbsp;(533413) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(614195) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224194) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;381542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96812) |
| **Net Assets** |  |  |
| **Beginning of Period** | **2922265** | &nbsp;&nbsp;&nbsp;&nbsp;**3019077** |
| **End of Period** | **3303807** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.237 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.573 | &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) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.810 | &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) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&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) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$28.59** | &nbsp;&nbsp;&nbsp;**$25.60** | &nbsp;&nbsp;&nbsp;**$24.57** | &nbsp;&nbsp;&nbsp;**$22.52** | &nbsp;&nbsp;&nbsp;**$39.70** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**19.97%** | &nbsp;&nbsp;&nbsp;**9.01%** | &nbsp;&nbsp;&nbsp;**14.65%** | &nbsp;&nbsp;&nbsp;**-30.12%** | &nbsp;&nbsp;&nbsp;**-1.54%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$3304 | &nbsp;&nbsp;&nbsp;$2922 | &nbsp;&nbsp;&nbsp;$3019 | &nbsp;&nbsp;&nbsp;$2837 | &nbsp;&nbsp;&nbsp;$4247 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.32% | &nbsp;&nbsp;&nbsp;0.31%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;0.38% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;0.87% | &nbsp;&nbsp;&nbsp;0.97% | &nbsp;&nbsp;&nbsp;1.21% | &nbsp;&nbsp;&nbsp;1.06% | &nbsp;&nbsp;&nbsp;0.81% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;20% | &nbsp;&nbsp;&nbsp;22% | &nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;21%<sup>4</sup> |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.03%), (0.03%), (0.02%), 0.06%, 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 year ended December 31, 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. 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 year ended December 31, 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 year ended December 31, 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 year ended December 31, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.15% of the portfolio's average net assets, before a net decrease of $823,000 (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.

------

International Portfolio

Effective January 12, 2026, Vanguard provides cash management services to the portfolio through its wholly owned subsidiary Vanguard Portfolio Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $78,000, 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 December 31, 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 | 401766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;408686 |
| Common Stocks—Other | 344077 | &nbsp;&nbsp;&nbsp;2430308 | &nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;2777070 |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25588 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;86853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86853 |
| Total | 832696 | &nbsp;&nbsp;&nbsp;2462816 | &nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;3298197 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 679 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;679 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(23) |

---

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 December 31, 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> | 679 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;679 |
| Total Assets | 679 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;679 |
| Unrealized Depreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;(23) |
| Total Liabilities |  | &nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;(23) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 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 | 9000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9000 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(272) | &nbsp;&nbsp;&nbsp;(272) |
| Realized Net Gain (Loss) on Derivatives | 9000 | &nbsp;&nbsp;&nbsp;(272) | &nbsp;&nbsp;&nbsp;8728 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | 3335 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3335 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;(70) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 3335 | &nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;3265 |

---

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International Portfolio

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;40329 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;147109 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;657655 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(586) |
| Total | &nbsp;&nbsp;&nbsp;844507 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;46962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46494 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;158082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90606 |
| Total | &nbsp;&nbsp;&nbsp;205044 | &nbsp;&nbsp;&nbsp;&nbsp;137100 |

---

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

As of December 31, 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;2638360 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1045207 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(385370) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659837 |

---

**G.** During the year ended December 31, 2025, the portfolio purchased $619,377,000 of investment securities and sold $742,857,000 of investment securities, other than temporary cash investments.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;12717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533 |
| Redeemed | (19704) | &nbsp;&nbsp;(24203) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;1372 | &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

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International Portfolio

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 December 31, 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 31% 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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds International Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds International Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $1,611,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $158,082,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The portfolio designates to shareholders foreign source income of $37,561,000 and foreign taxes paid of $3,588,000.

Q690I 022026

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![](tm263123d12vvifmonymrkti001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Money Market Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 13 |
| Tax information<br>| 14 |

---

------

Money Market Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | 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 (38.4%)** | **U.S. Government Agency Debt (38.4%)** | **U.S. Government Agency Debt (38.4%)** | **U.S. Government Agency Debt (38.4%)** | **U.S. Government Agency Debt (38.4%)** | **U.S. Government Agency Debt (38.4%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 | &nbsp;&nbsp; 1148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.645% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.687% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 229 |
| <sup>3</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;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</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;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 245 |
| <sup>3</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;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 213 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.735% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.873% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.864% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp; 3978 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4645 | &nbsp;&nbsp; 4643 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13992 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8993 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3997 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7740 | &nbsp;&nbsp; 7735 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.557%–3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2346 | &nbsp;&nbsp; 2346 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.635%–3.721% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3039 | &nbsp;&nbsp; 3038 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.717%–3.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1479 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.931%–4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1987 | &nbsp;&nbsp; 1985 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.727%–3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2633 | &nbsp;&nbsp; 2631 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.051% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 | &nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.942%–4.064% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4958 | &nbsp;&nbsp; 4946 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.688%–3.715% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;12711 | &nbsp;&nbsp; 12675 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.521%–4.058% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10371 | &nbsp;&nbsp; 10339 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2424 | &nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.657%–3.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13897 | &nbsp;&nbsp; 13847 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5318 | &nbsp;&nbsp; 5298 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.492%–3.746% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8885 | &nbsp;&nbsp; 8851 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.867%–3.967% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5849 | &nbsp;&nbsp; 5824 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.868% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 | &nbsp;&nbsp; 2066 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.496% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1062 | &nbsp;&nbsp; 1058 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.911%–4.093% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11460 | &nbsp;&nbsp; 11406 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.060%–4.095% | &nbsp;&nbsp;&nbsp;&nbsp;2/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 17905 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.718%–4.029% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 873 | &nbsp;&nbsp; 868 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.828%–3.855% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5345 | &nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.828%–4.045% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8675 | &nbsp;&nbsp; 8625 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.821%–4.022% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;22631 | &nbsp;&nbsp; 22494 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.838%–4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3776 | &nbsp;&nbsp; 3752 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.745%–4.012% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7037 | &nbsp;&nbsp; 6991 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 870 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.487%–3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7702 | &nbsp;&nbsp; 7653 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.689%–3.818% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3398 | &nbsp;&nbsp; 3374 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.541%–3.856% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2107 | &nbsp;&nbsp; 2092 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.543%–3.827% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4117 | &nbsp;&nbsp; 4085 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.747%–3.827% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2711 | &nbsp;&nbsp; 2689 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.739%–3.862% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13210 | &nbsp;&nbsp; 13102 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.684%–3.833% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17656 | &nbsp;&nbsp; 17507 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.841%–3.906% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp; 39653 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.686% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2276 | &nbsp;&nbsp; 2257 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.807%–3.813% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6426 | &nbsp;&nbsp; 6368 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.644%–3.704% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 | &nbsp;&nbsp; 1413 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.592%–3.704% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6586 | &nbsp;&nbsp; 6522 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.807% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.574%–3.630% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 | &nbsp;&nbsp; 2952 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.576%–3.610% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2721 | &nbsp;&nbsp; 2693 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.591%–3.694% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 13753 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.553% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2186 | &nbsp;&nbsp; 2158 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8685 | &nbsp;&nbsp; 8559 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.666%–3.684% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;24250 | &nbsp;&nbsp; 23872 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.694%–3.708% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1819 | &nbsp;&nbsp; 1790 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.576%–3.896% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8538 | &nbsp;&nbsp; 8401 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.573% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4915 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp; 2830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1320 |

---

------

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>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1095 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 660 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 565 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 550 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 | &nbsp;&nbsp; 3285 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1095 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5330 | &nbsp;&nbsp; 5330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5005 | &nbsp;&nbsp; 5005 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2640 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 | &nbsp;&nbsp; 2225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1870 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 5550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5330 | &nbsp;&nbsp; 5330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 555 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6240 | &nbsp;&nbsp; 6240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp; 3940 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3460 | &nbsp;&nbsp; 3460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp; 2230 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1645 | &nbsp;&nbsp; 1645 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1645 | &nbsp;&nbsp; 1645 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1640 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1640 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 660 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp; 4400 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2190 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1095 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2190 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4460 | &nbsp;&nbsp; 4460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp; 2265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp; 2220 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 | &nbsp;&nbsp; 2215 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.715% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp; 2265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp; 2230 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 395 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.725% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 545 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.725% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp; 2860 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association, SOFR + 0.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 406 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3453 | &nbsp;&nbsp; 3443 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.462% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2028 | &nbsp;&nbsp; 2021 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.684% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp; 574 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 332 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.548% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 178 |
| **Total U.S. Government Agency Debt (Cost $519,930)** | **Total U.S. Government Agency Debt (Cost $519,930)** | **Total U.S. Government Agency Debt (Cost $519,930)** | **Total U.S. Government Agency Debt (Cost $519,930)** | **Total U.S. Government Agency Debt (Cost $519,930)** | &nbsp;&nbsp;&nbsp;**519929** |
| **U.S. Treasury Debt (27.4%)** | **U.S. Treasury Debt (27.4%)** | **U.S. Treasury Debt (27.4%)** | **U.S. Treasury Debt (27.4%)** | **U.S. Treasury Debt (27.4%)** | **U.S. Treasury Debt (27.4%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.550%–3.828% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5521 | &nbsp;&nbsp; 5520 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.551%–3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;28550 | &nbsp;&nbsp; 28534 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.552%–3.816% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10992 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.553%–3.574% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4575 | &nbsp;&nbsp; 4570 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.554%–3.852% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7988 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12958 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6807 | &nbsp;&nbsp; 6784 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.629% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.690%–3.788% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;20262 | &nbsp;&nbsp; 20177 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.760%–3.849% | &nbsp;&nbsp;&nbsp;&nbsp;2/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;20105 | &nbsp;&nbsp; 20006 |

---

------

Money Market Portfolio

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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) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.038% | &nbsp;&nbsp;&nbsp;&nbsp;2/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9947 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.301%–3.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp; 32820 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15789 | &nbsp;&nbsp; 15686 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.497% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12884 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.536%–3.556% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17267 | &nbsp;&nbsp; 17100 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.756% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 5940 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.527% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp; 27711 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.766% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6925 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.457% | &nbsp;&nbsp;&nbsp;&nbsp;4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;12282 | &nbsp;&nbsp; 12149 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.472% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp; 26688 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.761% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13819 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 987 | &nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.709% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13790 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.691%–3.694% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11057 | &nbsp;&nbsp; 10885 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.534% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6564 | &nbsp;&nbsp; 6448 |
| <sup>3</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;3.752% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.159% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.761% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6223 | &nbsp;&nbsp; 6219 |
| <sup>3</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;3.784% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11260 | &nbsp;&nbsp; 11258 |
| <sup>3</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;3.847% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7178 | &nbsp;&nbsp; 7178 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4802 | &nbsp;&nbsp; 4793 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5005 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 453 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 779 | &nbsp;&nbsp; 774 |
| **Total U.S. Treasury Debt (Cost $370,066)** | **Total U.S. Treasury Debt (Cost $370,066)** | **Total U.S. Treasury Debt (Cost $370,066)** | **Total U.S. Treasury Debt (Cost $370,066)** | **Total U.S. Treasury Debt (Cost $370,066)** | &nbsp;&nbsp;&nbsp;**370067** |
| **U.S. Treasury Repurchase Agreements (37.1%)** | **U.S. Treasury Repurchase Agreements (37.1%)** | **U.S. Treasury Repurchase Agreements (37.1%)** | **U.S. Treasury Repurchase Agreements (37.1%)** | **U.S. Treasury Repurchase Agreements (37.1%)** | **U.S. Treasury Repurchase Agreements (37.1%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<br> (Dated 12/31/2025, Repurchase Value $10,002, collateralized by U.S. Treasury Obligations 0.625%–4.500%, 5/31/2029–2/15/2053, with a value of $10,200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10000 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA<br> (Dated 12/31/2025, Repurchase Value $7,001, collateralized by U.S. Treasury Obligations 0.000%–6.500%, 11/15/2026–1/15/2035, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.000%, 11/27/2026, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia<br> (Dated 12/31/2025, Repurchase Value $6,001, collateralized by U.S. Treasury Obligations 1.250%–4.250%, 6/30/2027–8/15/2054, with a value of $6,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/31/2025, Repurchase Value $5,001, collateralized by U.S. Treasury Obligations 0.000%–2.250%, 9/3/2026–8/15/2049, with a value of $5,101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/31/2025, Repurchase Value $5,001, collateralized by U.S. Treasury Obligations 3.125%–4.625%, 11/15/2026–2/15/2043, with a value of $5,099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/31/2025, Repurchase Value $3,001, collateralized by U.S. Treasury Obligations 2.875%–4.250%, 12/31/2028–5/15/2032, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/31/2025, Repurchase Value $531, collateralized by U.S. Treasury Obligations 0.000%, 1/2/2026–2/17/2026, with a value of $542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/31/2025, Repurchase Value $12,003, collateralized by U.S. Treasury Obligations 0.500%–3.625%, 5/31/2027–11/15/2028, with a value of $12,240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 12000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 11/28/2025, Repurchase Value $5,032, collateralized by U.S. Treasury Obligations 0.125%–2.375%, 10/15/2026–10/15/2028, with a value of $5,100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/30/2025, Repurchase Value $7,022, collateralized by U.S. Treasury Obligations 0.625%, 2/15/2043, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/3/2025, Repurchase Value $2,013, collateralized by U.S. Treasury Obligations 0.000%–4.250%, 4/23/2026–11/15/2034, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/8/2025, Repurchase Value $2,013, collateralized by U.S. Treasury Obligations 1.625%–4.875%, 5/31/2026–10/15/2029, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/15/2025, Repurchase Value $3,020, collateralized by U.S. Treasury Obligations 0.500%–4.625%, 10/31/2026–7/15/2034, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;2/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/23/2025, Repurchase Value $4,025, collateralized by U.S. Treasury Obligations 0.000%–2.500%, 2/28/2026–2/15/2054, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/24/2025, Repurchase Value $2,013, collateralized by U.S. Treasury Obligations 0.000%–3.625%, 4/23/2026–2/15/2054, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 12/29/2025, Repurchase Value $4,024, collateralized by U.S. Treasury Obligations 0.500%–4.125%, 10/31/2026–8/15/2053, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/11/2025, Repurchase Value $3,009, collateralized by U.S. Treasury Obligations 0.750%–4.750%, 1/31/2026–11/15/2053, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/22/2025, Repurchase Value $1,003, collateralized by U.S. Treasury Obligations 0.250%–3.807%, 5/31/2026–5/15/2041, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 11/26/2025, Repurchase Value $3,020, collateralized by U.S. Treasury Obligations 0.000%–3.807%, 3/12/2026–2/15/2042, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2026 | &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;Canadian Imperial Bank of Commerce<br> (Dated 12/11/2025, Repurchase Value $13,066, collateralized by U.S. Treasury Obligations 0.375%–6.000%, 2/15/2026–11/15/2053, with a value of $13,260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 13000 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Ltd.<br> (Dated 12/31/2025, Repurchase Value $24,005, collateralized by U.S. Treasury Obligations 0.125%–4.250%, 11/30/2026–7/31/2031, with a value of $24,480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp; 24000 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Ltd.<br> (Dated 12/31/2025, Repurchase Value $23,017, collateralized by U.S. Treasury Obligations 0.125%–4.250%, 10/15/2030–7/15/2031, with a value of $23,460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp; 23000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/2025, Repurchase Value $22,005, collateralized by U.S. Treasury Obligations 0.000%–4.875%, 1/15/2026–11/15/2054, with a value of $22,440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp; 22000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/29/2025, Repurchase Value $2,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/29/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/30/2025, Repurchase Value $2,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/30/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 4.250%, 1/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 12/31/2025, Repurchase Value $10,002, collateralized by U.S. Treasury Obligations 4.000%, 11/15/2052, with a value of $10,202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 12/31/2025, Repurchase Value $4,001, collateralized by U.S. Treasury Obligations 4.000%, 11/15/2052, with a value of $4,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 12/31/2025, Repurchase Value $8,006, collateralized by U.S. Treasury Obligations 4.000%, 11/15/2052, with a value of $8,166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8000 |
| &nbsp;&nbsp;&nbsp;Federal Reserve Bank of New York<br> (Dated 12/31/2025, Repurchase Value $9,002, collateralized by U.S. Treasury Obligations 1.875%, 2/15/2032, with a value of $9,002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - Northern Trust<br> (Dated 12/31/2025, Repurchase Value $42,009, collateralized by U.S. Treasury Obligations 4.000%, 2/28/2030, with a value of $42,840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp; 42000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - State Street Bank and Trust Co.<br> (Dated 12/31/2025, Repurchase Value $67,014, collateralized by U.S. Treasury Obligations 3.625%, 12/31/2030, with a value of $68,407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp; 67000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - The Bank of New York Mellon<br> (Dated 12/31/2025, Repurchase Value $42,009, collateralized by U.S. Treasury Obligations 4.000%, 6/30/2028, with a value of $42,840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp; 42000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/31/2025, Repurchase Value $19,004, collateralized by U.S. Treasury Obligations 1.875%, 2/15/2051, with a value of $19,380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 19000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/31/2025, Repurchase Value $2,000, collateralized by U.S. Treasury Obligations 0.875%–3.500%, 12/15/2028–11/15/2030, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 2.250%–3.625%, 2/15/2027–5/15/2053, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/30/2025, Repurchase Value $13,009, collateralized by U.S. Treasury Obligations 1.625%, 11/30/2026, with a value of $13,260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 13000 |
| &nbsp;&nbsp;&nbsp;HSBC Securities USA Inc.<br> (Dated 12/31/2025, Repurchase Value $4,001, collateralized by U.S. Treasury Obligations 0.000%–6.125%, 3/5/2026–2/15/2049, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;JP Morgan Securities, LLC<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.625%–3.500%, 1/15/2026–8/15/2048, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;MUFG Securities Canada Ltd.<br> (Dated 12/31/2025, Repurchase Value $4,001, collateralized by U.S. Treasury Obligations 2.250%–4.625%, 12/31/2027–2/15/2055, with a value of $4,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Natixis SA<br> (Dated 12/31/2025, Repurchase Value $8,002, collateralized by U.S. Treasury Obligations 0.125%–4.500%, 7/15/2027–11/15/2054, with a value of $8,162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8000 |
| &nbsp;&nbsp;&nbsp;Nomura Securities International Inc.<br> (Dated 12/31/2025, Repurchase Value $6,001, collateralized by U.S. Treasury Obligations 3.875%–4.875%, 12/31/2027–5/15/2055, with a value of $6,123) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 1.375%–4.625%, 4/15/2030–2/15/2055, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 12/11/2025, Repurchase Value $2,009, collateralized by U.S. Treasury Obligations 1.875%–4.625%, 7/15/2028–11/15/2055, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |

---

------

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;Royal Bank of Canada<br> (Dated 11/12/2025, Repurchase Value $3,023, collateralized by U.S. Treasury Obligations 2.750%, 4/30/2027, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 11/13/2025, Repurchase Value $5,039, collateralized by U.S. Treasury Obligations 2.750%–3.125%, 4/30/2027–8/31/2029, with a value of $5,100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 11/3/2025, Repurchase Value $7,067, collateralized by U.S. Treasury Obligations 2.750%–3.125%, 4/30/2027–8/31/2029, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 11/20/2025, Repurchase Value $1,010, collateralized by U.S. Treasury Obligations 2.750%–3.125%, 4/30/2027–8/31/2029, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 11/18/2025, Repurchase Value $9,094, collateralized by U.S. Treasury Obligations 2.750%–3.125%, 4/30/2027–8/31/2029, with a value of $9,180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 12/26/2025, Repurchase Value $2,001, collateralized by U.S. Treasury Obligations 0.000%–4.375%, 5/7/2026–2/15/2041, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 12/31/2025, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.000%–4.750%, 5/7/2026–2/15/2045, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 12/29/2025, Repurchase Value $4,003, collateralized by U.S. Treasury Obligations 3.500%, 10/15/2028, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 12/30/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 3.500%, 10/15/2028, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank<br> (Dated 12/31/2025, Repurchase Value $6,001, collateralized by U.S. Treasury Obligations 0.125%–4.500%, 1/31/2026–2/15/2047, with a value of $6,121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp.<br> (Dated 12/31/2025, Repurchase Value $27,006, collateralized by U.S. Treasury Obligations 0.375%–5.375%, 5/31/2026–5/15/2047, with a value of $27,540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp; 27000 |
| &nbsp;&nbsp;&nbsp;TD Securities (USA) LLC<br> (Dated 12/31/2025, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 4.500%, 3/31/2026, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA<br> (Dated 12/31/2025, Repurchase Value $8,002, collateralized by U.S. Treasury Obligations 3.875%, 6/15/2028, with a value of $8,162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8000 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA<br> (Dated 12/31/2025, Repurchase Value $4,003, collateralized by U.S. Treasury Obligations 0.125%, 4/15/2026, with a value of $4,083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Securities LLC<br> (Dated 12/31/2025, Repurchase Value $3,001, collateralized by U.S. Treasury Obligations 4.625%, 9/30/2028, with a value of $3,061) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| **Total U.S. Treasury Repurchase Agreements (Cost $501,531)** | **Total U.S. Treasury Repurchase Agreements (Cost $501,531)** | **Total U.S. Treasury Repurchase Agreements (Cost $501,531)** | **Total U.S. Treasury Repurchase Agreements (Cost $501,531)** | &nbsp;&nbsp;&nbsp;**501531** |
| **Total Investments (102.9%) (Cost $1,391,527)** | **Total Investments (102.9%) (Cost $1,391,527)** | **Total Investments (102.9%) (Cost $1,391,527)** | **Total Investments (102.9%) (Cost $1,391,527)** | **1391527** |
| **Other Assets and Liabilities—Net (-2.9%)** | **Other Assets and Liabilities—Net (-2.9%)** | **Other Assets and Liabilities—Net (-2.9%)** | **Other Assets and Liabilities—Net (-2.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(38982)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **1352545** |
| 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 | 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 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2025. |
|  | 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 December 31, 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 $889,996) | &nbsp;&nbsp;&nbsp;&nbsp;889996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repurchase Agreements (Cost $501,531) | &nbsp;&nbsp;&nbsp;&nbsp;501531 |
| Total Investments in Securities | 1391527 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748 |
| **Total Assets** | **1395811** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43023 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**43266** |
| **Net Assets** | **1352545** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1352438 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| **Net Assets** | **1352545** |
| **Net Assets** |  |
| **Applicable to 1,352,038,518 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1352545** |
| **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.

------

Money Market Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest | 55103 |
| Total Income | 55103 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;1527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;224 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| 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;1945 |
| **Net Investment Income** | **53158** |
| **Realized Net Gain (Loss) on Investment Securities Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **53200** |

---

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

------

Money Market Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62499 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62539 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(53166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62498) |
| **Capital Share Transactions (at $1.00 per share)** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;575626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315435 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62478 |
| Redeemed | &nbsp;&nbsp;&nbsp;(507811) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(363674) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;120963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14239 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;120997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14280 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1231548** | &nbsp;&nbsp;&nbsp;&nbsp;**1217268** |
| **End of Period** | **1352545** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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;&nbsp;&nbsp;&nbsp;.0410 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0001 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(.0004) | &nbsp;&nbsp;&nbsp;— |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0411 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.0411) | &nbsp;&nbsp;&nbsp;&nbsp;(.0507) | &nbsp;&nbsp;&nbsp;&nbsp;(.0494) | &nbsp;&nbsp;&nbsp;&nbsp;(.0150) | &nbsp;&nbsp;&nbsp;&nbsp;(.0001) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(.0000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(.0000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.0411) | &nbsp;&nbsp;&nbsp;&nbsp;(.0507) | &nbsp;&nbsp;&nbsp;&nbsp;(.0494) | &nbsp;&nbsp;&nbsp;&nbsp;(.0150) | &nbsp;&nbsp;&nbsp;&nbsp;(.0001) |
| **Net Asset Value, End of Period** | &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** | &nbsp;&nbsp;&nbsp;**4.18%** | &nbsp;&nbsp;&nbsp;**5.19%** | &nbsp;&nbsp;&nbsp;**5.05%** | &nbsp;&nbsp;&nbsp;**1.51%** | &nbsp;&nbsp;&nbsp;**0.02%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1353 | &nbsp;&nbsp;&nbsp;$1232 | &nbsp;&nbsp;&nbsp;$1217 | &nbsp;&nbsp;&nbsp;$1217 | &nbsp;&nbsp;&nbsp;$1106 |
| Ratio of Expenses to Average Net Assets<sup>3</sup> | &nbsp;&nbsp;&nbsp;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% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.10% | &nbsp;&nbsp;&nbsp;5.07% | &nbsp;&nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;1.54% | &nbsp;&nbsp;&nbsp;0.01% |

---

---

| | |
|:---|:---|
| 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, and 0.15% for 2021. For the years ended December 31, 2025, 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 year ended December 31, 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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Capital Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $33,000, 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.

------

Money Market Portfolio

#### 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.**

At December 31, 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.** Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications
have no effect on net assets or net asset value per share.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;107 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;107 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;53166 | &nbsp;&nbsp;&nbsp;&nbsp;62498 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;53166 | &nbsp;&nbsp;&nbsp;&nbsp;62498 |

---

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

As of December 31, 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;1391527 |
| 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 December 31, 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 80% 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

------

Money Market Portfolio

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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Money Market Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Money Market Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $32,672,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690MM 022026

------

![](tm263123d12vvifshtminvgri001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Short-Term Investment-Grade Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 46 |
| Tax information<br>| 47 |

---

------

Short-Term Investment-Grade Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (11.1%)** | **U.S. Government and Agency Obligations (11.1%)** | **U.S. Government and Agency Obligations (11.1%)** | **U.S. Government and Agency Obligations (11.1%)** | **U.S. Government and Agency Obligations (11.1%)** | **U.S. Government and Agency Obligations (11.1%)** |
| **U.S. Government Securities (11.1%)** | **U.S. Government Securities (11.1%)** | **U.S. Government Securities (11.1%)** | **U.S. Government Securities (11.1%)** | **U.S. Government Securities (11.1%)** | **U.S. Government Securities (11.1%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 31695 | &nbsp;&nbsp; 32116 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 30932 | &nbsp;&nbsp; 31062 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25483 | &nbsp;&nbsp; 25654 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 27773 | &nbsp;&nbsp; 28091 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10700 | &nbsp;&nbsp; 10804 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10700 | &nbsp;&nbsp; 10858 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16661 | &nbsp;&nbsp; 16658 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19589 | &nbsp;&nbsp; 19310 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16672 | &nbsp;&nbsp; 16764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4271 | &nbsp;&nbsp; 4326 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12807 | &nbsp;&nbsp; 12526 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8371 | &nbsp;&nbsp; 8644 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7214 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp; 3236 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 26320 | &nbsp;&nbsp; 25465 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4562 | &nbsp;&nbsp; 4486 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6152 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6052 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9111 | &nbsp;&nbsp; 9357 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5066 |
| **Total U.S. Government and Agency Obligations (Cost $283,211)** | **Total U.S. Government and Agency Obligations (Cost $283,211)** | **Total U.S. Government and Agency Obligations (Cost $283,211)** | **Total U.S. Government and Agency Obligations (Cost $283,211)** | **Total U.S. Government and Agency Obligations (Cost $283,211)** | &nbsp;&nbsp;&nbsp;**283841** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (6.4%)** |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class C Series 2025-X2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class A Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1886 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Master Trust Class C Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 790 |
| <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; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| <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;10/15/2029 | &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; 3/15/2029 | &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;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <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; 4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| <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; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 145 |
| <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; 2/16/2032 | &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; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 170 |
| <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; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 121 |
| <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; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 147 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 325 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 409 | &nbsp;&nbsp; 412 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.991% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 209 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 233 |
| <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; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <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; 6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 936 |
| <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; 7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 740 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2025-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.655% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 724 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2025-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.275% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 493 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class B Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 479 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class B Series 2025-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.275% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 370 |
| <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;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <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; 9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 265 |
| <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; 4/20/2028 | &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; 8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <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; 2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 734 |
| <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; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 495 |
| <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;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 423 |
| <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; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
| <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;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 247 |
| <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; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |

---

------

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 B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 164 |
| <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; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <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; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <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;10/20/2027 | &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; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <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; 8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding Ltd. Class 2A Series 2023-2, TSFR3M + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5.034% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 340 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding Ltd. Class 2A Series 2023-2, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.434% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 361 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class C Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.197% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2048 | &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; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp; 45 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp; 2.920% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 341 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp; 2.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 502 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &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;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 391 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp; 4.407% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2061 | &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; 2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 238 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.435% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 267 |
| <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; 7/16/2029 | &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; 2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 109 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR7 | &nbsp;&nbsp;&nbsp;&nbsp; 5.769% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1493 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp; 5.614% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 801 |
| <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; 5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 430 |
| <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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Barings CLO Ltd. Class A1 Series 2025-7A, TSFR3M + 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 230 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Barings CLO Ltd. Class B Series 2025-7A, TSFR3M + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5.228% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 601 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class AR Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 290 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class BR Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 381 |
| <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; 8/15/2028 | &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;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <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; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A1 Series 2022-C16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C29 | &nbsp;&nbsp;&nbsp;&nbsp; 5.208% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 730 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.314% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 557 |
| <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; 3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 469 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 1A1 Series 2007-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 62 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 2A1 Series 2006-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.095% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 53 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.926% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 522 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp; 5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 299 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <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; 1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 554 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV Ltd. Class AR5 Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.204% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV Ltd. Class BR5 Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 461 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;BFLD Commercial Mortgage Trust Class A Series 2025-5MW | &nbsp;&nbsp;&nbsp;&nbsp; 4.674% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.739% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 549 |
| <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; 5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 371 |
| <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;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 750 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 332 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2019-OC11 | &nbsp;&nbsp;&nbsp;&nbsp; 3.202% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 104 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2025-ARIA | &nbsp;&nbsp;&nbsp;&nbsp; 5.031% | &nbsp;&nbsp;&nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 616 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.324% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.074% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 948 |
| <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; 4/15/2030 | &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; 5/15/2030 | &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; 9/16/2030 | &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; 3/15/2030 | &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; 6/17/2030 | &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;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| <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; 1/15/2031 | &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; 8/15/2031 | &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; 7/15/2031 | &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;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <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; 6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 122 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.013% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 578 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp; 2.724% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 94 |

---

------

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;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
| <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; 5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <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;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| <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; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
| <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; 8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 22 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class C Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 84 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;CENT Trust Class A Series 2025-CITY | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 486 |
| <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; 5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <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; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 209 |
| <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;10/25/2029 | &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;11/26/2029 | &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; 1/25/2030 | &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; 4/25/2030 | &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; 1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <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; 2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
| <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; 7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
| <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; 8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <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; 6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <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; 9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 1A1 Series 2006-HYB1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 45 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 3A1 Series 2007-HYB2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;CIFC Funding Ltd. Class A1 Series 2025-6A, TSFR3M + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;CIFC Funding Ltd. Class B Series 2025-6A, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| <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; 9/15/2050 | &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; 6/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 51 |
| <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;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |
| <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; 3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 239 |
| <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;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 809 |
| <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; 9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 126 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2015-GC33 | &nbsp;&nbsp;&nbsp;&nbsp; 4.335% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.252% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust Class 2A1A Series 2007-AR8 | &nbsp;&nbsp;&nbsp;&nbsp; 5.019% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 26 |
| <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;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <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; 7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 826 | &nbsp;&nbsp; 831 |
| <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; 3/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Compass Datacenters Issuer II LLC Class A1 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.926% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1038 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Compass Datacenters Issuer III LLC Class A2 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.286% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1318 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Concord Music Royalties LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.507% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1502 |
| <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; 9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
| <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;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 122 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class C Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 128 |
| <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; 5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 240 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A2I Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.891% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 732 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp; 1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 466 |
| <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; 8/22/2030 | &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; 8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| <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; 2/24/2031 | &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; 8/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &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; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <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;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp; 758 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1548 |
| <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;11/17/2031 | &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; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 765 |
| <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; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1119 |
| <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; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1933 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 850 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Dryden 113 CLO Ltd. Class AR3 Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;&nbsp;&nbsp; 4.995% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Dryden 90 Clo Ltd. Class A1R Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Dryden 90 Clo Ltd. Class BR Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 452 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Durst Commercial Mortgage Trust Class A Series 2025-151 | &nbsp;&nbsp;&nbsp;&nbsp; 5.145% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <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; 4.789% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 97 |
| <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;11/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 33 |

---

------

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>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Elmwood CLO 21 Ltd. Class AR2 Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;&nbsp;&nbsp; 5.116% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Elmwood CLO 21 Ltd. Class AR2 Series 2022-8A, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.446% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
| <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; 3/20/2031 | &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; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <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; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 755 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <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; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 173 |
| <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; 5.024% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 489 | &nbsp;&nbsp; 490 |
| <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; 4.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 379 |
| <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; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp; 384 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4.774% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 361 | &nbsp;&nbsp; 361 |
| <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; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 41 |
| <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; 4.924% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 543 |
| <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; 4.974% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp; 61 |
| <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; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp; 553 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 521 | &nbsp;&nbsp; 522 |
| <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; 5.824% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 152 |
| <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; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 234 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. STACR REMICS Trust Class A1 Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4.824% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 14 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.784% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp; 29 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 261 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust Class D Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.220% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <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; 2/10/2056 | &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; 6/15/2027 | &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; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
| <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; 2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 372 |
| <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; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 452 |
| <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; 8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 544 |
| <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;11/15/2029 | &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; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 644 |
| <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; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 805 |
| <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; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
| <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; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 710 |
| <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;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <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; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 505 |
| <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; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1567 |
| <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; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 493 |
| <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; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <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; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 630 |
| <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; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 445 |
| <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; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 375 |
| <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; 5.724% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 149 |
| <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; 5.224% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1411 | &nbsp;&nbsp; 1414 |
| <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; 5.124% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp; 795 |
| <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; 4.924% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 76 |
| <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; 5.124% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 456 | &nbsp;&nbsp; 457 |
| <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; 5.124% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 817 | &nbsp;&nbsp; 821 |
| <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; 4.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 121 |
| <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; 4.974% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 421 |
| <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; 4.824% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp; 264 |
| <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;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 552 |
| <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; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 414 |
| <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;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 324 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <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; 7/17/2028 | &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; 8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
| <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;10/16/2029 | &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; 1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
| <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; 5/16/2030 | &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; 8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <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; 4/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 349 |
| <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; 8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 409 |
| <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;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 730 |
| <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; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |

---

------

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;GM Financial Revolving Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2036 | &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;12/11/2036 | &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;12/11/2037 | &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; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <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;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 789 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GMACM Mortgage Loan Trust Class 3A1 Series 2005-AR6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.724% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2035 | &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; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
| <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; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 917 |
| <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; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 284 |
| <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; 3/15/2031 | &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;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 263 |
| <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; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 212 |
| <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; 5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <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; 3/10/2051 | &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; 2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <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; 7/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <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; 5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp; 1178 |
| <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; 5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 357 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp; 4.547% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 66 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class A Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 440 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class A Series 2025-6A | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 522 |
| <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; 1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 430 |
| <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; 1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 267 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class C Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class C Series 2025-6A | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 269 |
| <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;10/20/2031 | &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; 5/20/2031 | &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;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 416 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 262 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <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;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 314 |
| <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; 4/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 454 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 210 |
| <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; 5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| <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;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp; 320 |
| <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; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp; 762 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 | &nbsp;&nbsp; 1209 |
| <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; 6/15/2029 | &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; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 517 |
| <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;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 558 |
| <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; 1/15/2031 | &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; 9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| <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; 1/15/2031 | &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; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <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; 7/15/2031 | &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;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 481 |
| <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; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 274 |
| <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; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 316 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 461 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;INT Commercial Mortgage Trust Class A Series 2025-PLAZA | &nbsp;&nbsp;&nbsp;&nbsp; 4.879% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class D Series 2010-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <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; 7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| <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; 3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <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; 6/15/2051 | &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;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
| <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; 2/15/2029 | &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;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <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; 7/16/2029 | &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; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
| <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;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <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; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <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; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 234 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <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;10/15/2031 | &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; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <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; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 489 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.010% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |

---

------

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>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Lighthouse Park CLO Ltd. Class A Series 2025-1A, TSFR3M + 1.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5.031% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 240 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Lighthouse Park CLO Ltd. Class B Series 2025-1A, TSFR3M + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 611 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Lyra Music Assets Delaware LP Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.604% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1018 |
| <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; 2/17/2032 | &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; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <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; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class C Series 2013-C10 | &nbsp;&nbsp;&nbsp;&nbsp; 3.952% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
| <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;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <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; 9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 158 |
| <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;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 220 |
| <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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 248 |
| <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;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 386 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust Class 5A1 Series 2006-8AR | &nbsp;&nbsp;&nbsp;&nbsp; 5.782% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 25 |
| <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;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 182 |
| <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; 7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
| <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;12/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Navient Refinance Loan Trust Class A Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; 534 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Navient Student Loan Trust Class A1B Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.684% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Class A1A Series 2025-DA | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 468 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Class B Series 2025-DA | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 519 |
| <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; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| <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; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 243 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;NYC Commercial Mortgage Trust Class A Series 2025-28L | &nbsp;&nbsp;&nbsp;&nbsp; 4.668% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>4,5,6,8</sup> | &nbsp;&nbsp;&nbsp;OCP CLO Ltd. Class AR Series 2023-30A, TSFR3M + 1.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4.879% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 280 |
| <sup>4,5,6,8</sup> | &nbsp;&nbsp;&nbsp;OCP CLO Ltd. Class BR Series 2023-30A, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.219% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class AR Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4.962% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 230 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Octagon 57 Ltd. Class B1R Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.342% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 310 |
| <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; 7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2538 |
| <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; 7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 284 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class B Series 2025-F | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 341 |
| <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; 4/17/2039 | &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; 6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 94 |
| <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; 2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp; 326 |
| <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; 4/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 287 | &nbsp;&nbsp; 277 |
| <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; 6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 419 |
| <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; 7/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 788 | &nbsp;&nbsp; 753 |
| <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; 8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 | &nbsp;&nbsp; 1061 |
| <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; 2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 946 |
| <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; 4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 361 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2025-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 743 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2025-SFR6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 446 |
| <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; 4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <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; 6/17/2039 | &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; 2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 163 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2025-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 300 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2025-SFR6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 326 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5,6,9</sup> | &nbsp;&nbsp;&nbsp;Red Oak Funding Master Trust Class A Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.984% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Retained Vantage Data Centers Issuer LLC Class A2A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.091% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 842 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 71 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.081% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 18 |
| <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;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 125 |
| <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; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 241 |
| <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;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 125 |
| <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; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 224 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.151% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <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; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 335 |
| <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; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 484 |
| <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; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 80 |
| <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; 3/17/2031 | &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; 3/15/2030 | &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; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 337 |
| <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; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 968 |
| <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; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2015 |
| <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; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 372 |

---

------

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 D Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1040 |
| <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; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1923 |
| <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; 3/17/2031 | &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; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1611 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1796 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| <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; 9/17/2029 | &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; 1/15/2030 | &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; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 215 |
| <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; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| <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; 8/15/2029 | &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; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A4 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <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; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 88 |
| <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; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 38 |
| <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;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 77 |
| <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;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 54 |
| <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; 8/20/2030 | &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; 1/21/2031 | &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; 8/20/2030 | &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;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <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; 2/20/2031 | &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; 7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| <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; 1/20/2032 | &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; 2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 226 |
| <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;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 446 |
| <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;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 439 |
| <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; 4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 691 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 601 |
| <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;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <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; 1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 79 |
| <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;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 118 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program LLC Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 191 |
| <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; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 405 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class C Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 281 |
| <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; 7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1762 | &nbsp;&nbsp; 1786 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Switch ABS Issuer LLC Class A21 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.121% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 749 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1710 |
| <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; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <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; 2/20/2029 | &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; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 194 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 232 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 362 |
| <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; 7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 889 | &nbsp;&nbsp; 894 |
| <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;10/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 498 |
| <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;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 746 |
| <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;11/15/2027 | &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;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 592 |
| <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;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 238 |
| <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; 5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp; 600 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp; 326 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Truist Bank Auto Credit-Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.728% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 898 | &nbsp;&nbsp; 899 |
| <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;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;US Bank C&I Credit-Linked Notes Class B1 Series 2025-SUP2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 662 | &nbsp;&nbsp; 664 |
| <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; 2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp; 907 |
| <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;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.239% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1902 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.132% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1848 |
| <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;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 389 |
| <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; 6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 835 |
| <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; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 613 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 315 |
| <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; 9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
| <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;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 483 |
| <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; 8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 273 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <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; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 327 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <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; 6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |

---

------

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;Verizon Master Trust Class C Series 2025-8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 190 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Voya CLO 2022-3 Ltd. Class A1R2 Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5.014% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 340 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class 1A7 Series 2003-AR9 | &nbsp;&nbsp;&nbsp;&nbsp; 5.451% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2033 | &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; 5.812% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2033 | &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; 5.644% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Wellington Management CLO 1 Ltd. Class AR Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5.084% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Wellington Management CLO 1 Ltd. Class BR Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.404% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <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;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <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; 9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| <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;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <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; 1/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <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; 6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 210 |
| <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; 8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <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; 9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <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; 1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <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; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp; 101 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2015-LC22 | &nbsp;&nbsp;&nbsp;&nbsp; 4.733% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <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; 3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 74 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust Class 2A1 Series 2006-AR14 | &nbsp;&nbsp;&nbsp;&nbsp; 6.497% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 28 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wendy's Funding LLC Class A2II Series 2018-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.884% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 754 | &nbsp;&nbsp; 741 |
| <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; 6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 197 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Westlake Flooring Master Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 230 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;WFLD Mortgage Trust Class A Series 2014-MONT | &nbsp;&nbsp;&nbsp;&nbsp; 3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 699 | &nbsp;&nbsp; 676 |
| <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; 5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 155 |
| <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; 5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 40 |
| <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;12/17/2029 | &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;11/15/2030 | &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;10/15/2030 | &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;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 295 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $162,713)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $162,713)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $162,713)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $162,713)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $162,713)** | &nbsp;&nbsp;&nbsp;**163914** |
| **Corporate Bonds (77.2%)** | **Corporate Bonds (77.2%)** | **Corporate Bonds (77.2%)** | **Corporate Bonds (77.2%)** | **Corporate Bonds (77.2%)** | **Corporate Bonds (77.2%)** |
| **Communications (4.9%)** | **Communications (4.9%)** | **Communications (4.9%)** | **Communications (4.9%)** | **Communications (4.9%)** | **Communications (4.9%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 6 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3066 | &nbsp;&nbsp; 2997 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 1992 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp; 1772 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1347 | &nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3021 | &nbsp;&nbsp; 3026 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1153 | &nbsp;&nbsp; 1172 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp; 1174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cable One Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 57 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2605 | &nbsp;&nbsp; 2568 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4070 | &nbsp;&nbsp; 4050 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5581 | &nbsp;&nbsp; 5222 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 | &nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8367 | &nbsp;&nbsp; 8730 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Cipher Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1362 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 97 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 43 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 43 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 11.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2832 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Flash Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |

---

------

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;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1490 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3098 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5173 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2750 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6108 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2468 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1371 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2019 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7574 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &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; 6/30/2030 | &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; 7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5101 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3588 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1592 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Versant Media Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WULF Compute LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **124362** |
| **Consumer Discretionary (5.1%)** | **Consumer Discretionary (5.1%)** | **Consumer Discretionary (5.1%)** | **Consumer Discretionary (5.1%)** | **Consumer Discretionary (5.1%)** | **Consumer Discretionary (5.1%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &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;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &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;Advance Auto Parts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1199 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1692 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &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; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2059 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1312 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &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;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2214 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |

---

------

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;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 16 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 57 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Cornell University | &nbsp;&nbsp;&nbsp;&nbsp; 4.169% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1340 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 477 | &nbsp;&nbsp; 448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp; 1483 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2709 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4145 | &nbsp;&nbsp; 4196 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1304 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 | &nbsp;&nbsp; 4510 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1069 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.798% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.303% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2712 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2226 | &nbsp;&nbsp; 2250 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2313 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1700 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1985 | &nbsp;&nbsp; 1941 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 3187 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1778 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1387 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5085 | &nbsp;&nbsp; 5166 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp; 1647 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 | &nbsp;&nbsp; 5867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gildan Activewear Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.534% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 73 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4640 | &nbsp;&nbsp; 4644 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2785 | &nbsp;&nbsp; 2790 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8015 | &nbsp;&nbsp; 7982 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp; 2478 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2028 | &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; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &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; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 126 |

---

------

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;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1818 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Stellantis NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd., 3M Australian Bank Bill Rate + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4.878% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1191 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2244 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ZF North America Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ZF North America Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **130267** |
| **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** |
| <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; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1571 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &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; 2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1308 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1326 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3356 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8104 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.259% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4923 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.906% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3147 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2575 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.931% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8684 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4540 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2279 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;JT International Financial Services BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| <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; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2502 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2050 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8056 |

---

------

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;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &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; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3735 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3622 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2521 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4077 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2432 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4249 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &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; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3390 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1736 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2486 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3432 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3719 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **128358** |
| **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** | **Energy (5.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.337% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &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; 7/15/2029 | &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; 5/3/2029 | &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; 9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.234% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.633% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.723% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 |
| <sup>11</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; 822 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3991 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2091 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.268% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &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; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3102 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/2027 | &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; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3093 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1255 |
|  | &nbsp;&nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1571 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3428 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5959 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3029 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2221 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2394 |

---

------

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;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp; 5148 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2624 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 773 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1883 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1568 | &nbsp;&nbsp; 1561 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Excelerate Energy LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.160% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 918 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 2058 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4409 | &nbsp;&nbsp; 4541 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp; 3464 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1639 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3630 | &nbsp;&nbsp; 3704 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 | &nbsp;&nbsp; 2270 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp; 1899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Pertamina Persero PT | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.999% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 939 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 839 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1297 | &nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 | &nbsp;&nbsp; 1522 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1880 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3195 | &nbsp;&nbsp; 3216 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1326 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp; 4703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2027 | &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;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp; 1620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 683 |

---

------

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;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2856 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3372 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4626 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **149363** |
| **Financials (29.0%)** | **Financials (29.0%)** | **Financials (29.0%)** | **Financials (29.0%)** | **Financials (29.0%)** | **Financials (29.0%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1411 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEGON Funding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1830 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2045 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3063 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4059 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2194 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &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; 6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1861 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.737% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.543% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 939 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1464 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American National Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp; 6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2358 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Artea Bankas AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.853% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Artea Bankas AB | &nbsp;&nbsp;&nbsp;&nbsp; 3.739% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |

---

------

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;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 812 | &nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 84 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC & Asurion Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 1144 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Athora Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1162 | &nbsp;&nbsp; 1455 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.906% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 575 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6.003% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 391 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2446 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.607% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 1003 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.551% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2403 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2394 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3064 | &nbsp;&nbsp; 3015 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1652 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 | &nbsp;&nbsp; 3509 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3032 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2286 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6059 | &nbsp;&nbsp; 5988 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3226 | &nbsp;&nbsp; 3305 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1756 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.898% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3517 | &nbsp;&nbsp; 3159 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Bank of Cyprus Pcl | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 3.803% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;&nbsp; 4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1134 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.317% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2029 | &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; 3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1754 | &nbsp;&nbsp; 1774 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.385% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 | &nbsp;&nbsp; 3985 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1638 | &nbsp;&nbsp; 1669 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.972% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1321 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp; 1934 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.476% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1327 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2570 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.367% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3213 | &nbsp;&nbsp; 3320 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Belfius Bank SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp; 2128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 826 | &nbsp;&nbsp; 831 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.792% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 648 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 934 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 461 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 441 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 680 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 517 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 335 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;BPCE SA, 3M Australian Bank Bill Rate + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 745 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 908 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1357 | &nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp; 1593 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.243% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3122 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1564 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp; 2342 |

---

------

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;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.245% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3331 | &nbsp;&nbsp; 3357 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5848 | &nbsp;&nbsp; 6138 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 | &nbsp;&nbsp; 2861 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.247% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 | &nbsp;&nbsp; 5906 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.493% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.974% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp; 4049 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.196% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp; 2559 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.343% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1108 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1557 | &nbsp;&nbsp; 1592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citadel Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1021 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citadel Securities Global Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 924 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1638 | &nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1127 | &nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1424 | &nbsp;&nbsp; 1415 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.786% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.075% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6150 | &nbsp;&nbsp; 6196 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.976% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2374 | &nbsp;&nbsp; 2424 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.503% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3512 | &nbsp;&nbsp; 3521 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 884 | &nbsp;&nbsp; 908 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Close Brothers Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1328 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Close Brothers Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 228 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Close Brothers Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.982% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 856 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.553% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5928 | &nbsp;&nbsp; 5893 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 625 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 675 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 497 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Credit Mutuel Arkea SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.427% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1546 | &nbsp;&nbsp; 1570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.019% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1250 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.373% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp; 1265 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2008 | &nbsp;&nbsp; 2102 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.819% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3548 | &nbsp;&nbsp; 3782 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2566 | &nbsp;&nbsp; 2629 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5499 | &nbsp;&nbsp; 5557 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 950 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 4.853% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 4.384% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1873 |
| <sup>9,14</sup> | &nbsp;&nbsp;&nbsp;DPS Lehman Brothers Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;F&G Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 109 |

---

------

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;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 | &nbsp;&nbsp; 1609 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.361% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 | &nbsp;&nbsp; 2956 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4386 | &nbsp;&nbsp; 4618 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.772% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3039 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1890 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1843 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1862 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2201 | &nbsp;&nbsp; 2213 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 82 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &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;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Global Atlantic Fin Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1184 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp; 3161 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 | &nbsp;&nbsp; 2232 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2437 | &nbsp;&nbsp; 2423 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.482% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.153% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6840 | &nbsp;&nbsp; 6838 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.484% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2029 | &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; 4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1812 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.049% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2098 | &nbsp;&nbsp; 2150 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.207% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3510 | &nbsp;&nbsp; 3625 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.218% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 | &nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5335 | &nbsp;&nbsp; 5323 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 551 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1254 | &nbsp;&nbsp; 1274 |
|  | &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 149 |
| <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; 2/15/2031 | &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; 1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp; 3065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 482 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 347 | &nbsp;&nbsp; 359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3156 | &nbsp;&nbsp; 3196 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1241 | &nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1967 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp; 1728 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3105 | &nbsp;&nbsp; 3282 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1793 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2120 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.161% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1641 | &nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1607 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.546% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 | &nbsp;&nbsp; 2855 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.286% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2341 | &nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1710 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8075 | &nbsp;&nbsp; 8318 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 851 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.208% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3985 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2356 | &nbsp;&nbsp; 2376 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1453 | &nbsp;&nbsp; 1522 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp; 583 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1151 | &nbsp;&nbsp; 1154 |

---

------

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;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3215 | &nbsp;&nbsp; 3192 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1091 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.782% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2105 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1836 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4554 | &nbsp;&nbsp; 4572 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.182% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 | &nbsp;&nbsp; 2251 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp; 1627 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.505% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1475 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp; 3597 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 752 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.087% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1600 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2733 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1108 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.995% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4688 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1835 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3840 | &nbsp;&nbsp; 3969 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.493% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.103% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 | &nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.255% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 | &nbsp;&nbsp; 2317 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 500 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Kommunalkredit Austria AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 566 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1131 | &nbsp;&nbsp; 1150 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.728% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1534 | &nbsp;&nbsp; 1570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2027 | &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; 8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 | &nbsp;&nbsp; 3967 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5321 | &nbsp;&nbsp; 5771 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2887 | &nbsp;&nbsp; 2917 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.082% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 210 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 263 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.619% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 400 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.391% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3661 | &nbsp;&nbsp; 3711 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 | &nbsp;&nbsp; 2341 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp; 4121 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 834 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2236 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.159% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.527% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3422 | &nbsp;&nbsp; 3438 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 892 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 2829 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1076 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 902 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1599 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.296% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3219 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 994 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.123% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2205 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6440 | &nbsp;&nbsp; 6586 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.449% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1156 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.133% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 | &nbsp;&nbsp; 2553 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 996 |

---

------

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; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1335 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.656% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2730 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.042% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3763 | &nbsp;&nbsp; 3860 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4010 | &nbsp;&nbsp; 4133 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.699% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.192% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2842 | &nbsp;&nbsp; 2930 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.356% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1534 | &nbsp;&nbsp; 1529 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1091 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5543 | &nbsp;&nbsp; 5621 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4010 | &nbsp;&nbsp; 4085 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp; 5437 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2467 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8780 | &nbsp;&nbsp; 8898 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.465% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1236 | &nbsp;&nbsp; 1238 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 773 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp; 2086 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.073% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.892% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.076% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 | &nbsp;&nbsp; 2377 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.115% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 492 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.105% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 | &nbsp;&nbsp; 1841 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.842% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 977 | &nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.904% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.679% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1252 | &nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2031 | &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; 1/12/2027 | &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; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &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; 8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1378 | &nbsp;&nbsp; 1435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 | &nbsp;&nbsp; 3896 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5144 | &nbsp;&nbsp; 5334 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2828 | &nbsp;&nbsp; 2944 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2242 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5511 | &nbsp;&nbsp; 5642 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 291 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 391 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 700 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6546 | &nbsp;&nbsp; 6821 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1941 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1286 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.522% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3685 | &nbsp;&nbsp; 3719 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5390 | &nbsp;&nbsp; 5519 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp; 1471 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.153% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 | &nbsp;&nbsp; 5816 |

---

------

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; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 | &nbsp;&nbsp; 4027 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.305% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1627 | &nbsp;&nbsp; 1628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments LLC / Shift4 Payments Finance Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &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; 3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 | &nbsp;&nbsp; 1617 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1699 | &nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 599 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 11 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &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;11/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.031% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 | &nbsp;&nbsp; 1457 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1298 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2028 | &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; 9/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1294 | &nbsp;&nbsp; 1339 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.852% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1389 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Synovus Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Synovus Bank / Columbus GA | &nbsp;&nbsp;&nbsp;&nbsp; 5.957% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.168% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2961 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1496 | &nbsp;&nbsp; 1531 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.861% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4410 | &nbsp;&nbsp; 4484 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.783% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2937 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 1190 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Triodos Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6770 | &nbsp;&nbsp; 6808 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2073 | &nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.161% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1542 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.435% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2867 | &nbsp;&nbsp; 2944 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2970 | &nbsp;&nbsp; 3100 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.282% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.869% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.151% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8890 | &nbsp;&nbsp; 8878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 6086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.126% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.398% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4715 | &nbsp;&nbsp; 4693 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.548% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1443 | &nbsp;&nbsp; 1455 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.653% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp; 1590 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3638 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.046% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4658 | &nbsp;&nbsp; 4786 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3541 | &nbsp;&nbsp; 3649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1836 | &nbsp;&nbsp; 1854 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Volksbank Wien AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 122 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Washington Mutual Bank / Debt not acquired by JPMorgan | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2011 | &nbsp;&nbsp;&nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1455 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1153 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6015 | &nbsp;&nbsp; 5975 |

---

------

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; 2.393% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2451 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2687 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3694 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.078% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1145 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &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; 1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1653 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3291 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.478% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1811 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1660 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5.257% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 5.465% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **744850** |
| **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** | **Health Care (6.9%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1261229 BC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15342 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5616 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3865 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7603 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1929 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.078% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.294% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3660 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3196 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2679 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Bayer AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4105 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1581 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1544 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2075 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1579 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2934 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1987 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1544 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1787 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.352% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4083 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3206 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3687 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1839 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2437 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &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;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4554 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608 |

---

------

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;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2931 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2383 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2428 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4265 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1791 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1849 |
| <sup>4,11</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2847 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13009 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4016 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &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; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &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; 5/9/2029 | &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; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1393 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1654 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1989 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3025 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4335 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **177568** |
| **Industrials (4.9%)** | **Industrials (4.9%)** | **Industrials (4.9%)** | **Industrials (4.9%)** | **Industrials (4.9%)** | **Industrials (4.9%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC / Allied Universal Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &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;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2107 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1602 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Aurizon Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1965 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5392 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4970 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |

---

------

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;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp; 804 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1483 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 | &nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 11289 | &nbsp;&nbsp; 11599 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.388% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp; 1196 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1136 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.722% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1046 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;CIMIC Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1208 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 960 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2917 |
|  | &nbsp;&nbsp;&nbsp;Deere Funding Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2049 | &nbsp;&nbsp; 2048 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. / SkyMiles IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3965 | &nbsp;&nbsp; 3989 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 536 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &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;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1151 | &nbsp;&nbsp; 1161 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 37 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Hillenbrand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1046 | &nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.353% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2035 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 876 | &nbsp;&nbsp; 868 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.176% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 2078 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1408 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 2830 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 806 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1178 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1617 | &nbsp;&nbsp; 1633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1612 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp; 2632 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 | &nbsp;&nbsp; 6137 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1944 | &nbsp;&nbsp; 1960 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1659 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1355 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.565% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1138 | &nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 628 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 932 |

---

------

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;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &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; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2028 | &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; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &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; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3443 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2360 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2028 | &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;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **126603** |
| **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; 2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcoa Nederland Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1933 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Big River Steel LLC / BRS Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1605 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Freeport Indonesia PT | &nbsp;&nbsp;&nbsp;&nbsp; 4.763% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &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;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &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;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inversion Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Magnera Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2150 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1878 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 |

---

------

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;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &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; 3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1942 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4575 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44501** |
| **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** | **Real Estate (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2029 | &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;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &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; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1388 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1519 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Deutsche EuroShop AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4882 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1683 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5306 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |

---

------

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;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1943 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;GAIF Bond Issuer Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1508 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 |
| <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; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Public Property Invest A/S | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2198 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &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; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &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; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3184 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **74632** |

---

------

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) |
| **Technology (5.3%)** | **Technology (5.3%)** | **Technology (5.3%)** | **Technology (5.3%)** | **Technology (5.3%)** | **Technology (5.3%)** |
|  | &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp; 1252 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2865 | &nbsp;&nbsp; 2915 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1857 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 | &nbsp;&nbsp; 2334 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 907 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3465 | &nbsp;&nbsp; 3568 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2698 | &nbsp;&nbsp; 2716 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp; 3418 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp; 2231 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 55 |
| <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; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3245 | &nbsp;&nbsp; 3318 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1583 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1977 | &nbsp;&nbsp; 1975 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2559 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2787 | &nbsp;&nbsp; 2789 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp; 2806 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2682 | &nbsp;&nbsp; 2680 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 691 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5300 | &nbsp;&nbsp; 5472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 3942 | &nbsp;&nbsp; 4175 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3661 | &nbsp;&nbsp; 3662 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1737 | &nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2762 | &nbsp;&nbsp; 2764 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4437 | &nbsp;&nbsp; 4463 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2066 | &nbsp;&nbsp; 2059 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 84 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imola Merger Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4460 | &nbsp;&nbsp; 4436 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4704 | &nbsp;&nbsp; 4389 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2970 | &nbsp;&nbsp; 3045 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1443 | &nbsp;&nbsp; 1414 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 735 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2116 | &nbsp;&nbsp; 2146 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 | &nbsp;&nbsp; 1818 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2346 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1126 | &nbsp;&nbsp; 1130 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1275 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1501 | &nbsp;&nbsp; 1500 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp; 2873 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7002 | &nbsp;&nbsp; 6863 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2547 | &nbsp;&nbsp; 2490 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 961 | &nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1273 | &nbsp;&nbsp; 1278 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1793 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1176 |

---

------

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;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2848 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1120 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2617 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2425 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &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; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;X Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **135913** |
| **Utilities (5.7%)** | **Utilities (5.7%)** | **Utilities (5.7%)** | **Utilities (5.7%)** | **Utilities (5.7%)** | **Utilities (5.7%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2027 | &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; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7137 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;California Buyer Ltd / Atlantica Sustainable Infrastructure plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &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;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3111 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4534 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1562 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2365 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2452 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2727 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1620 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enel Finance International NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1058 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1635 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3270 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2527 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2368 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.866% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976 |

---

------

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;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 615 |
| <sup>11</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; 462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp; 876 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 | &nbsp;&nbsp; 1655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1433 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1053 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.579% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 794 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1811 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1416 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1269 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 | &nbsp;&nbsp; 3417 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &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;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2300 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1804 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 3189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1001 | &nbsp;&nbsp; 998 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.045% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSEG Power LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp; 1560 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp; 2516 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp; 2862 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2340 | &nbsp;&nbsp; 2075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rayburn Country Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.307% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1933 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 859 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp; 2463 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp; 2097 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1289 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 640 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;SW Finance I plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.640% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 364 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;SW Finance I plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 488 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;SW Finance I plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 252 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;SW Finance I plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 543 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Veolia Environnement SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 116 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.132% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 770 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp; 1705 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1144 |

---

------

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;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **146311** |
| **Total Corporate Bonds (Cost $1,948,017)** | **Total Corporate Bonds (Cost $1,948,017)** | **Total Corporate Bonds (Cost $1,948,017)** | **Total Corporate Bonds (Cost $1,948,017)** | **Total Corporate Bonds (Cost $1,948,017)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1982728** |
| **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; 7.134% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2032 | &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; 6.134% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.066% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/2028 | &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; 7.966% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Athenahealth Group Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &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; 7.966% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.922% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2032 | &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 + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.120% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Boots Group Bidco Ltd. Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. Term Loan B, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.716% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2031 | &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;Clarios Global LP Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Cotiviti Corp. Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.623% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| <sup>6,15</sup> | &nbsp;&nbsp;&nbsp;Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.466% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.172% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan C, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.172% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Froneri Lux Finco Sarl Term Loan, TSFR6M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.122% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.236% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &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;Gryphon Acquire Newco LLC Term Loan B, TSFR6M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.854% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Lavender Dutch Borrower Co. BV Term Loan, TSFR6M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.935% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. Term Loan B-1, TSFR1M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.335% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.716% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.686% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Orion US Finco Inc. Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.427% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Qnity Electronics Inc. Term Loan B, TSFR6M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.804% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.466% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sazerac Co. Inc. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sedgwick Claims Management Services Inc. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.216% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.422% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. Term Loan B-8, TSFR1M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.716% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH Term Loan B, TSFR6M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.947% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.422% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Western Digital Corp. Term Loan A-3, TSFR1M + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5.418% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2857 |
| **Total Floating Rate Loan Interests (Cost $8,282)** | **Total Floating Rate Loan Interests (Cost $8,282)** | **Total Floating Rate Loan Interests (Cost $8,282)** | **Total Floating Rate Loan Interests (Cost $8,282)** | **Total Floating Rate Loan Interests (Cost $8,282)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8340** |
| **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Arab Republic of Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Baiterek National Managing Holding JSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eagle Funding Luxco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6314 |
|  | &nbsp;&nbsp;&nbsp;Eagle Funding Luxco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1943 |
|  | &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3832 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4948 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Korea National Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6108 |
|  | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.303% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;Magyar Export-Import Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;MFB Magyar Fejlesztesi Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1033 |

---

------

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;Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1166 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1561 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 1.440% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2297 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1368 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.783% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3250 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1828 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2399 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;Republic of Uzbekistan | &nbsp;&nbsp;&nbsp;&nbsp; 7.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
| <sup>4,11</sup> | &nbsp;&nbsp;&nbsp;Republic of Uzbekistan | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1389 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1796 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2376 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2424 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9632 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 2.659% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6029 |
| **Total Sovereign Bonds (Cost $82,490)** | **Total Sovereign Bonds (Cost $82,490)** | **Total Sovereign Bonds (Cost $82,490)** | **Total Sovereign Bonds (Cost $82,490)** | **Total Sovereign Bonds (Cost $82,490)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**83932** |
| **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** |
| <sup>17</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;New York Transportation Development Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.248% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790 |
| **Total Taxable Municipal Bonds (Cost $1,346)** | **Total Taxable Municipal Bonds (Cost $1,346)** | **Total Taxable Municipal Bonds (Cost $1,346)** | **Total Taxable Municipal Bonds (Cost $1,346)** | **Total Taxable Municipal Bonds (Cost $1,346)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1328** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** |
| **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** |
| <sup>18</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**13,743**) | &nbsp;&nbsp;&nbsp;&nbsp; 3.780% |  | &nbsp;&nbsp;&nbsp;&nbsp;137432 | &nbsp;&nbsp; **13743** |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
| &nbsp;&nbsp;&nbsp;10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.300% Annually | GSI | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 1 |
| **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | **Total Options Purchased (Cost $30)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1** |
| **Total Investments (98.9%) (Cost $2,499,832)** | **Total Investments (98.9%) (Cost $2,499,832)** | **Total Investments (98.9%) (Cost $2,499,832)** | **Total Investments (98.9%) (Cost $2,499,832)** | **Total Investments (98.9%) (Cost $2,499,832)** | **2537827** |
| **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** | **Other Assets and Liabilities—Net (1.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;**29329** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **2567156** |
| 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 $511 have been segregated as collateral for open forward currency contracts. |
| 2 | Securities with a value of $1,829 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | Securities with a value of $677 have been segregated as initial margin for open futures 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 December 31, 2025, the aggregate value was $307,055, representing 12.0% 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 December 31, 2025. |
| 9 | Security value determined using significant unobservable inputs. |
| 10 | Face amount denominated in British pounds. |
| 11 | Face amount denominated in euro. |
| 12 | Face amount denominated in Australian dollars. |
| 13 | Guaranteed by the Republic of Azerbaijan. |
| 14 | Non-income-producing security—security in default. |
| 15 | Represents an unsettled loan as of December 31, 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. |
|  | ABS—Asset-Backed Security. |
|  | ARM—Adjustable Rate Mortgage. |
|  | CLO—Collateralized Loan Obligation. |
|  | DAC—Designated Activity Company. |
|  | GSI—Goldman Sachs International. |
|  | 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. |

---

------

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

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Put Swaptions |  |  |  |  |  |
| 5-Year CDX-NA-IG-S45-V1, Credit Protection Sold, Receives 1.000% Quarterly | GSI | &nbsp;&nbsp;&nbsp;1/21/2026 | &nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;26647 | &nbsp;&nbsp;&nbsp;(1) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.790% Annually | GSI | &nbsp;&nbsp;&nbsp;1/28/2026 | &nbsp;&nbsp;&nbsp;3.790% | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;(34) |
| Total Options Written **(Premiums Received** $**55)** | Total Options Written **(Premiums Received** $**55)** |  |  |  | &nbsp;&nbsp;&nbsp;(35) |

---

GSI—Goldman Sachs International. <br> SOFR—Secured Overnight Financing Rate.

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

------

Short-Term Investment-Grade Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2026 | 119 | 24846 | &nbsp;&nbsp;6 |
| 5-Year U.S. Treasury Note | March 2026 | 622 | 67988 | &nbsp;&nbsp;(56) |
|  |  |  |  | &nbsp;&nbsp;(50) |
| Short Futures Contracts |  |  |  |  |
| 10-Year Japanese Government Bond | March 2026 | (4) | (3381) | &nbsp;&nbsp;28 |
| 10-Year U.S. Treasury Note | March 2026 | (172) | (19339) | &nbsp;&nbsp;73 |
| AUD 3-Year Treasury Bond | March 2026 | (38) | (2663) | &nbsp;&nbsp;(4) |
| Euro-Bobl | March 2026 | (86) | (11740) | &nbsp;&nbsp;45 |
| Euro-Schatz | March 2026 | (58) | (7279) | &nbsp;&nbsp;5 |
| Long Gilt | March 2026 | (7) | (862) | &nbsp;&nbsp;(7) |
| Ultra 10-Year U.S. Treasury Note | March 2026 | (4) | (460) | &nbsp;&nbsp;3 |
|  |  |  |  | &nbsp;&nbsp;143 |
|  |  |  |  | &nbsp;&nbsp;93 |

---

&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. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/18/2026 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;10682 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;13419 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(75) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;29102 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;24883 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(248) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(84) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;16004 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;(419) |

---

---

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

---

At December 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $13 in connection with open forward currency contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| 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-IG-S45-V1 | 12/21/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;30 |
| Republic of Chile | 12/21/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;1 |
| Republic of Indonesia | 12/21/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;6 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;37 |

---

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

------

Short-Term Investment-Grade Portfolio

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) |
| 12/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;3.432<sup>1</sup> | &nbsp;&nbsp;&nbsp;(3.731)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;(9) |
| 12/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;3.731<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.278)<sup>4</sup> | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;17 |
| 1/30/2036 | 1/30/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.550)<sup>4</sup> | &nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;64 |
| 1/30/2036 | 1/30/2026<sup>5</sup> | &nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;3.549<sup>4</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;(64) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;8 |

---

---

| |
|:---|
| 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 Forward interest rate swap. In a forward interest rate swap, the portfolio and the counterparty agree to make periodic net payments beginning on a specified future effective date. |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $2,486,089) | 2524084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $13,743) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13743 |
| Total Investments in Securities | 2537827 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| Foreign Currency, at Value (Cost $507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29534 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| **Total Assets** | **2569141** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| Options Written, at Value (Premiums Received $55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1985** |
| **Net Assets** | **2567156** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2525860 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41296 |
| **Net Assets** | **2567156** |
| **Net Assets** |  |
| **Applicable to 240,568,999 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2567156** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.67** |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 116724 |
| Total Income | 116724 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| 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;16 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3502 |
| **Net Investment Income** | **113222** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6147 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(999) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1318 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;(3870) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;**2859** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;50385 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(298) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(183) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(964) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**49086** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **165167** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $902, $6, and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;113222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93588 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7824) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;165167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104358 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(101121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77519) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;652435 | &nbsp;&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;&nbsp;77519 |
| Redeemed | &nbsp;&nbsp;&nbsp;(615487) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(453501) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;138069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158631 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;202115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185470 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2365041** | &nbsp;&nbsp;&nbsp;&nbsp;**2179571** |
| **End of Period** | **2567156** | &nbsp;&nbsp;&nbsp;&nbsp;**2365041** |

---

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

------

Short-Term Investment-Grade Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.473 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.220 | &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) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.693 | &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) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.057) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.67** | &nbsp;&nbsp;&nbsp;**$10.42** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.92** | &nbsp;&nbsp;&nbsp;**$10.78** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**6.85%** | &nbsp;&nbsp;&nbsp;**4.89%** | &nbsp;&nbsp;&nbsp;**6.16%** | &nbsp;&nbsp;&nbsp;**-5.72%** | &nbsp;&nbsp;&nbsp;**-0.45%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$2567 | &nbsp;&nbsp;&nbsp;$2365 | &nbsp;&nbsp;&nbsp;$2180 | &nbsp;&nbsp;&nbsp;$2155 | &nbsp;&nbsp;&nbsp;$2288 |
| Ratio of Total Expenses to Average Net Assets | &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%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.53% | &nbsp;&nbsp;&nbsp;4.25% | &nbsp;&nbsp;&nbsp;3.43% | &nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;&nbsp;1.52% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;104% | &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> |

---

---

| | |
|:---|:---|
| 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%, and 5%, 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. 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. 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 depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The 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.

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

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

During the year ended December 31, 2025, the portfolio's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period. The portfolio had no open options contracts on futures at December 31, 2025.

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Short-Term Investment-Grade Portfolio

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 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 year ended December 31, 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.

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 year ended December 31, 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 year ended December 31, 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.

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Short-Term Investment-Grade Portfolio

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 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 year ended December 31, 2025, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 2% 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 5% 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

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Short-Term Investment-Grade Portfolio

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 year ended December 31, 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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Capital Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $60,000, 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.

**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.**

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Short-Term Investment-Grade Portfolio

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2025, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;283841 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;283841 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;163654 | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;163914 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1982728 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1982728 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8340 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83932 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83932 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 |
| Temporary Cash Investments | 13743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13743 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Total | 13743 | &nbsp;&nbsp;&nbsp;2523824 | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;2537827 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| Total | 160 | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;291 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(35) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(35) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(67) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(419) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(419) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(73) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(73) |
| Total | &nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;(527) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(594) |

---

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

**D.** At December 31, 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) |
| Investments in Secuties, at Value—Unaffiliated Issuers (Options Purchased) | 1 |  |  | &nbsp;&nbsp;1 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 160 |  |  | &nbsp;&nbsp;160 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | 81 |  | 37 | &nbsp;&nbsp;118 |
| Unrealized Appreciation—Forward Currency Contracts |  | 13 |  | &nbsp;&nbsp;13 |
| Total Assets | 242 | 13 | 37 | &nbsp;&nbsp;292 |
| Options Written, at Value | (34) |  | (1) | &nbsp;&nbsp;(35) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (67) |  |  | &nbsp;&nbsp;(67) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | (73) |  |  | &nbsp;&nbsp;(73) |
| Unrealized Depreciation—Forward Currency Contracts |  | (419) |  | &nbsp;&nbsp;(419) |
| Total Liabilities | (174) | (419) | (1) | &nbsp;&nbsp;(594) |

---

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.

------

Short-Term Investment-Grade Portfolio

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 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 | (999) |  |  | &nbsp;&nbsp;(999) |
| Options Purchased | (199) |  | 292 | &nbsp;&nbsp;93 |
| Options Written | 219 |  | 20 | &nbsp;&nbsp;239 |
| Swap Contracts | (103) |  | 1421 | &nbsp;&nbsp;1318 |
| Forward Currency Contracts |  | (3870) |  | &nbsp;&nbsp;(3870) |
| Realized Net Gain (Loss) on Derivatives | (1082) | (3870) | 1733 | &nbsp;&nbsp;(3219) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (298) |  |  | &nbsp;&nbsp;(298) |
| Options Purchased | (83) |  |  | &nbsp;&nbsp;(83) |
| Options Written | 174 |  | 25 | &nbsp;&nbsp;199 |
| Swap Contracts | (71) |  | (112) | &nbsp;&nbsp;(183) |
| Forward Currency Contracts |  | (964) |  | &nbsp;&nbsp;(964) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (278) | (964) | (87) | &nbsp;&nbsp;(1329) |

---

**E.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, in-kind redemptions, swap agreements, and distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, the recognition of gain or loss from foreign currency hedges, and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;105672 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36358 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(100734) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41296 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;101121 | &nbsp;&nbsp;&nbsp;&nbsp;77519 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;101121 | &nbsp;&nbsp;&nbsp;&nbsp;77519 |

---

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

As of December 31, 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;2501469 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39554 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3196) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36358 |

---

------

Short-Term Investment-Grade Portfolio

**F.** During the year ended December 31, 2025, the portfolio purchased $1,204,385,000 of investment securities and sold $998,635,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $1,469,178,000 and $1,545,126,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;62417 | &nbsp;&nbsp;&nbsp;&nbsp;51897 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;9933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7752 |
| Redeemed | (58695) | &nbsp;&nbsp;(44109) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;13655 | &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 December 31, 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 29% 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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Short-Term Investment-Grade Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Short-Term Investment-Grade Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent, agent brokers and brokers; when replies were not received from agent brokers and brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $10,724,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690ST 022026

------

![](tm263123d12vvifsmlcmpnygi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Small Company Growth Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 18 |
| Tax information<br>| 19 |

---

------

Small Company Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (95.2%)** | **Common Stocks (95.2%)** | **Common Stocks (95.2%)** | **Common Stocks (95.2%)** |
| **Communication Services (3.1%)** | **Communication Services (3.1%)** | **Communication Services (3.1%)** | **Communication Services (3.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ziff Davis Inc. | 340176 | &nbsp;&nbsp;&nbsp;&nbsp; 11957 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cargurus Inc. | 299974 | &nbsp;&nbsp;&nbsp;&nbsp; 11504 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Roku Inc. | 44975 | &nbsp;&nbsp;&nbsp;&nbsp; 4879 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AST SpaceMobile Inc. | 59120 | &nbsp;&nbsp;&nbsp;&nbsp; 4294 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | 460623 | &nbsp;&nbsp;&nbsp;&nbsp; 3579 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yelp Inc. | 54566 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ZipRecruiter Inc. Class A | 348566 | &nbsp;&nbsp;&nbsp;&nbsp; 1359 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bumble Inc. Class A | 307594 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Magnite Inc. | 65017 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EverQuote Inc. Class A | 37812 | &nbsp;&nbsp;&nbsp;&nbsp; 1021 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globalstar Inc. | 10796 | &nbsp;&nbsp;&nbsp;&nbsp; 659 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Anterix Inc. | 16657 | &nbsp;&nbsp;&nbsp;&nbsp; 364 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Optimum Communications Inc. Class A | 208164 | &nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Playtika Holding Corp. | 87056 | &nbsp;&nbsp;&nbsp;&nbsp; 344 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;fuboTV Inc. Class A | 123878 | &nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;IDT Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;4774 | &nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bandwidth Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44825** |
| **Consumer Discretionary (9.9%)** | **Consumer Discretionary (9.9%)** | **Consumer Discretionary (9.9%)** | **Consumer Discretionary (9.9%)** |
|  | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | 169863 | &nbsp;&nbsp;&nbsp;&nbsp; 19327 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DraftKings Inc. Class A | 290606 | &nbsp;&nbsp;&nbsp;&nbsp; 10014 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 63819 | &nbsp;&nbsp;&nbsp;&nbsp; 8154 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp. | 65886 | &nbsp;&nbsp;&nbsp;&nbsp; 6830 |
|  | &nbsp;&nbsp;&nbsp;Somnigroup International Inc. | 71752 | &nbsp;&nbsp;&nbsp;&nbsp; 6406 |
|  | &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | 75639 | &nbsp;&nbsp;&nbsp;&nbsp; 5335 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd. | 235069 | &nbsp;&nbsp;&nbsp;&nbsp; 5247 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 56025 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc. Class A | 67585 | &nbsp;&nbsp;&nbsp;&nbsp; 4115 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chewy Inc. Class A | 107544 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Revolve Group Inc. | 113061 | &nbsp;&nbsp;&nbsp;&nbsp; 3413 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Planet Fitness Inc. Class A | 31105 | &nbsp;&nbsp;&nbsp;&nbsp; 3374 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc. | 31567 | &nbsp;&nbsp;&nbsp;&nbsp; 3266 |
|  | &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc. | 19655 | &nbsp;&nbsp;&nbsp;&nbsp; 3263 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cavco Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5467 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp. | 181185 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Brinker International Inc. | 20137 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Frontdoor Inc. | 49271 | &nbsp;&nbsp;&nbsp;&nbsp; 2842 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Etsy Inc. | 49977 | &nbsp;&nbsp;&nbsp;&nbsp; 2771 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7536 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc. | 184338 | &nbsp;&nbsp;&nbsp;&nbsp; 2629 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Five Below Inc. | 11171 | &nbsp;&nbsp;&nbsp;&nbsp; 2104 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sportradar Group AG Class A | 87360 | &nbsp;&nbsp;&nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc. Class A | 31293 | &nbsp;&nbsp;&nbsp;&nbsp; 1939 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warby Parker Inc. Class A | 80132 | &nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stride Inc. | 24794 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Duolingo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp;&nbsp;&nbsp; 1501 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder Inc. | 13819 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coursera Inc. | 190805 | &nbsp;&nbsp;&nbsp;&nbsp; 1404 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Life Time Group Holdings Inc. | 52337 | &nbsp;&nbsp;&nbsp;&nbsp; 1391 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shake Shack Inc. Class A | 17100 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Accel Entertainment Inc. | 114454 | &nbsp;&nbsp;&nbsp;&nbsp; 1306 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;National Vision Holdings Inc. | 50160 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc. | 12763 | &nbsp;&nbsp;&nbsp;&nbsp; 1221 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc. | 30349 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Universal Technical Institute Inc. | 40909 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sonos Inc. | 58995 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wayfair Inc. Class A | 10051 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gentherm Inc. | 24785 | &nbsp;&nbsp;&nbsp;&nbsp; 901 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp; 896 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dorman Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp; 848 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Urban Outfitters Inc. | 10730 | &nbsp;&nbsp;&nbsp;&nbsp; 808 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp. | 12340 | &nbsp;&nbsp;&nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5349 | &nbsp;&nbsp;&nbsp;&nbsp; 723 |
|  | &nbsp;&nbsp;&nbsp;Buckle Inc. | 13389 | &nbsp;&nbsp;&nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;OneSpaWorld Holdings Ltd. | 33233 | &nbsp;&nbsp;&nbsp;&nbsp; 689 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ThredUP Inc. Class A | 95364 | &nbsp;&nbsp;&nbsp;&nbsp; 609 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dutch Bros Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp;&nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Rocky Brands Inc. | 20302 | &nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;Upbound Group Inc. | 31633 | &nbsp;&nbsp;&nbsp;&nbsp; 556 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stitch Fix Inc. Class A | 87667 | &nbsp;&nbsp;&nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;RCI Hospitality Holdings Inc. | 19074 | &nbsp;&nbsp;&nbsp;&nbsp; 455 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Peloton Interactive Inc. Class A | 72671 | &nbsp;&nbsp;&nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Public Education Inc. | 11393 | &nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Dine Brands Global Inc. | 11188 | &nbsp;&nbsp;&nbsp;&nbsp; 360 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;McGraw Hill Inc. | 21246 | &nbsp;&nbsp;&nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Carriage Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lindblad Expeditions Holdings Inc. | 20576 | &nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;YETI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genesco Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp; 170 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Groupon Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9533 | &nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Standard Motor Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp; 160 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **144759** |
| **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** | **Consumer Staples (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Turning Point Brands Inc. | 173525 | &nbsp;&nbsp;&nbsp;&nbsp; 18810 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc. | 57430 | &nbsp;&nbsp;&nbsp;&nbsp; 4575 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Celsius Holdings Inc. | 40679 | &nbsp;&nbsp;&nbsp;&nbsp; 1861 |
|  | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 40425 | &nbsp;&nbsp;&nbsp;&nbsp; 1576 |
|  | &nbsp;&nbsp;&nbsp;WD-40 Co. | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp; 1234 |
|  | &nbsp;&nbsp;&nbsp;PriceSmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9926 | &nbsp;&nbsp;&nbsp;&nbsp; 1218 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;Calavo Growers Inc. | 26908 | &nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nature's Sunshine Products Inc. | 20799 | &nbsp;&nbsp;&nbsp;&nbsp; 449 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SunOpta Inc. | 107277 | &nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Marzetti Co. | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp; 340 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8819 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Herbalife Ltd. | 21663 | &nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc. | 10728 | &nbsp;&nbsp;&nbsp;&nbsp; 269 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mission Produce Inc. | 22320 | &nbsp;&nbsp;&nbsp;&nbsp; 259 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lifeway Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7331 | &nbsp;&nbsp;&nbsp;&nbsp; 178 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zevia PBC Class A | 66572 | &nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **33972** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Viper Energy Inc. Class A | 265010 | &nbsp;&nbsp;&nbsp;&nbsp; 10237 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 72875 | &nbsp;&nbsp;&nbsp;&nbsp; 3358 |
|  | &nbsp;&nbsp;&nbsp;Crescent Energy Co. Class A | 266305 | &nbsp;&nbsp;&nbsp;&nbsp; 2234 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;REX American Resources Corp. | 66502 | &nbsp;&nbsp;&nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Permian Resources Corp. | 144468 | &nbsp;&nbsp;&nbsp;&nbsp; 2027 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc. | 54108 | &nbsp;&nbsp;&nbsp;&nbsp; 1901 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Oceaneering International Inc. | 78534 | &nbsp;&nbsp;&nbsp;&nbsp; 1887 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gulfport Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;Riley Exploration Permian Inc. | 36098 | &nbsp;&nbsp;&nbsp;&nbsp; 953 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Centrus Energy Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Natural Gas Services Group Inc. | 15068 | &nbsp;&nbsp;&nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Delek US Holdings Inc. | 16385 | &nbsp;&nbsp;&nbsp;&nbsp; 486 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CVR Energy Inc. | 16607 | &nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Diversified Energy Co. | 20315 | &nbsp;&nbsp;&nbsp;&nbsp; 294 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Infinity Natural Resources Inc. Class A | 12134 | &nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28177** |
| **Financials (8.4%)** | **Financials (8.4%)** | **Financials (8.4%)** | **Financials (8.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc. | 148356 | &nbsp;&nbsp;&nbsp;&nbsp; 11291 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Remitly Global Inc. | 491428 | &nbsp;&nbsp;&nbsp;&nbsp; 6782 |
|  | &nbsp;&nbsp;&nbsp;Piper Sandler Cos. | 19251 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 105833 | &nbsp;&nbsp;&nbsp;&nbsp; 6502 |
|  | &nbsp;&nbsp;&nbsp;WisdomTree Inc. | 510941 | &nbsp;&nbsp;&nbsp;&nbsp; 6228 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SoFi Technologies Inc. | 199472 | &nbsp;&nbsp;&nbsp;&nbsp; 5222 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Affirm Holdings Inc. | 65120 | &nbsp;&nbsp;&nbsp;&nbsp; 4847 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StoneCo. Ltd. Class A | 315108 | &nbsp;&nbsp;&nbsp;&nbsp; 4660 |
|  | &nbsp;&nbsp;&nbsp;Popular Inc. | 34917 | &nbsp;&nbsp;&nbsp;&nbsp; 4348 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Accelerant Holdings Class A | 263115 | &nbsp;&nbsp;&nbsp;&nbsp; 4302 |
|  | &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc. | 126296 | &nbsp;&nbsp;&nbsp;&nbsp; 4269 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | 90731 | &nbsp;&nbsp;&nbsp;&nbsp; 3701 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palomar Holdings Inc. | 26907 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 |
|  | &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd. | 71100 | &nbsp;&nbsp;&nbsp;&nbsp; 3542 |
|  | &nbsp;&nbsp;&nbsp;Northrim BanCorp Inc. | 130405 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enova International Inc. | 20923 | &nbsp;&nbsp;&nbsp;&nbsp; 3289 |
|  | &nbsp;&nbsp;&nbsp;Moelis & Co. Class A | 47616 | &nbsp;&nbsp;&nbsp;&nbsp; 3273 |
|  | &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc. | 17934 | &nbsp;&nbsp;&nbsp;&nbsp; 3124 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Figure Technology Solutions Inc. Class A | 74055 | &nbsp;&nbsp;&nbsp;&nbsp; 3024 |
|  | &nbsp;&nbsp;&nbsp;BGC Group Inc. Class A | 330970 | &nbsp;&nbsp;&nbsp;&nbsp; 2956 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Skyward Specialty Insurance Group Inc. | 54312 | &nbsp;&nbsp;&nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;First Financial Corp. | 41942 | &nbsp;&nbsp;&nbsp;&nbsp; 2534 |
|  | &nbsp;&nbsp;&nbsp;Federated Hermes Inc. | 47131 | &nbsp;&nbsp;&nbsp;&nbsp; 2454 |
|  | &nbsp;&nbsp;&nbsp;Morningstar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp; 1835 |
|  | &nbsp;&nbsp;&nbsp;Acadian Asset Management Inc. | 37541 | &nbsp;&nbsp;&nbsp;&nbsp; 1764 |
|  | &nbsp;&nbsp;&nbsp;Lazard Inc. | 36020 | &nbsp;&nbsp;&nbsp;&nbsp; 1749 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Heritage Insurance Holdings Inc. | 48260 | &nbsp;&nbsp;&nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8474 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;XP Inc. Class A | 82385 | &nbsp;&nbsp;&nbsp;&nbsp; 1349 |
|  | &nbsp;&nbsp;&nbsp;PagSeguro Digital Ltd. Class A | 126594 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SiriusPoint Ltd. | 48834 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;American Coastal Insurance Corp. | 79301 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Slide Insurance Holdings Inc. | 49545 | &nbsp;&nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 17703 | &nbsp;&nbsp;&nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;HCI Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3687 | &nbsp;&nbsp;&nbsp;&nbsp; 707 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Toast Inc. Class A | 15367 | &nbsp;&nbsp;&nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Inc. Class A | 13346 | &nbsp;&nbsp;&nbsp;&nbsp; 544 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bowhead Specialty Holdings Inc. | 18678 | &nbsp;&nbsp;&nbsp;&nbsp; 533 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upstart Holdings Inc. | 11273 | &nbsp;&nbsp;&nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Tiptree Inc. | 15201 | &nbsp;&nbsp;&nbsp;&nbsp; 278 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Integrity Insurance Group Inc. | 12386 | &nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;FirstCash Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc. | 19715 | &nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;First BanCorp (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;7917 | &nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Shore Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8969 | &nbsp;&nbsp;&nbsp;&nbsp; 159 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hippo Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5166 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **121872** |
| **Health Care (26.1%)** | **Health Care (26.1%)** | **Health Care (26.1%)** | **Health Care (26.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globus Medical Inc. Class A | 215886 | &nbsp;&nbsp;&nbsp;&nbsp; 18849 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cooper Cos. Inc. | 184753 | &nbsp;&nbsp;&nbsp;&nbsp; 15142 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc. | 25009 | &nbsp;&nbsp;&nbsp;&nbsp; 14564 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc. | 216258 | &nbsp;&nbsp;&nbsp;&nbsp; 14554 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veracyte Inc. | 310028 | &nbsp;&nbsp;&nbsp;&nbsp; 13052 |
|  | &nbsp;&nbsp;&nbsp;STERIS plc | 47307 | &nbsp;&nbsp;&nbsp;&nbsp; 11993 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc. | 541825 | &nbsp;&nbsp;&nbsp;&nbsp; 11909 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Waystar Holding Corp. | 330141 | &nbsp;&nbsp;&nbsp;&nbsp; 10812 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Insmed Inc. | 59203 | &nbsp;&nbsp;&nbsp;&nbsp; 10304 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hinge Health Inc. Class A | 215530 | &nbsp;&nbsp;&nbsp;&nbsp; 10011 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc. | 104144 | &nbsp;&nbsp;&nbsp;&nbsp; 9179 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Certara Inc. | 987858 | &nbsp;&nbsp;&nbsp;&nbsp; 8703 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc. | 102433 | &nbsp;&nbsp;&nbsp;&nbsp; 8103 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp. | 253584 | &nbsp;&nbsp;&nbsp;&nbsp; 7978 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axogen Inc. | 240581 | &nbsp;&nbsp;&nbsp;&nbsp; 7874 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Progyny Inc. | 306348 | &nbsp;&nbsp;&nbsp;&nbsp; 7867 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penumbra Inc. | 22033 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Doximity Inc. Class A | 153441 | &nbsp;&nbsp;&nbsp;&nbsp; 6794 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TransMedics Group Inc. | 53898 | &nbsp;&nbsp;&nbsp;&nbsp; 6557 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Medpace Holdings Inc. | 11464 | &nbsp;&nbsp;&nbsp;&nbsp; 6439 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc. | 41678 | &nbsp;&nbsp;&nbsp;&nbsp; 5911 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Exelixis Inc. | 118616 | &nbsp;&nbsp;&nbsp;&nbsp; 5199 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Lumexa Imaging Holdings Inc. | 268057 | &nbsp;&nbsp;&nbsp;&nbsp; 4959 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc. | 72030 | &nbsp;&nbsp;&nbsp;&nbsp; 4782 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HealthEquity Inc. | 50907 | &nbsp;&nbsp;&nbsp;&nbsp; 4664 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 22246 | &nbsp;&nbsp;&nbsp;&nbsp; 4421 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mind Medicine MindMed Inc. | 328405 | &nbsp;&nbsp;&nbsp;&nbsp; 4397 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nuvalent Inc. Class A | 43695 | &nbsp;&nbsp;&nbsp;&nbsp; 4395 |
|  | &nbsp;&nbsp;&nbsp;iRadimed Corp. | 44124 | &nbsp;&nbsp;&nbsp;&nbsp; 4292 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bridgebio Pharma Inc. | 46569 | &nbsp;&nbsp;&nbsp;&nbsp; 3562 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Privia Health Group Inc. | 142374 | &nbsp;&nbsp;&nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;Bio-Techne Corp. | 57089 | &nbsp;&nbsp;&nbsp;&nbsp; 3357 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;QuidelOrtho Corp. | 112723 | &nbsp;&nbsp;&nbsp;&nbsp; 3219 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc. | 117152 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guardant Health Inc. | 30997 | &nbsp;&nbsp;&nbsp;&nbsp; 3166 |
|  | &nbsp;&nbsp;&nbsp;Stevanato Group SpA | 153637 | &nbsp;&nbsp;&nbsp;&nbsp; 3091 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc. | 385987 | &nbsp;&nbsp;&nbsp;&nbsp; 3011 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcus Biosciences Inc. | 118043 | &nbsp;&nbsp;&nbsp;&nbsp; 2813 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veeva Systems Inc. Class A | 12479 | &nbsp;&nbsp;&nbsp;&nbsp; 2786 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc. | 103158 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 |
|  | &nbsp;&nbsp;&nbsp;HealthStream Inc. | 116471 | &nbsp;&nbsp;&nbsp;&nbsp; 2687 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arvinas Inc. | 220765 | &nbsp;&nbsp;&nbsp;&nbsp; 2618 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc. | 156120 | &nbsp;&nbsp;&nbsp;&nbsp; 2462 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc. | 95633 | &nbsp;&nbsp;&nbsp;&nbsp; 2402 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Castle Biosciences Inc. | 60244 | &nbsp;&nbsp;&nbsp;&nbsp; 2343 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc. | 61281 | &nbsp;&nbsp;&nbsp;&nbsp; 2342 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LivaNova plc | 37950 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc. | 12978 | &nbsp;&nbsp;&nbsp;&nbsp; 2303 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Indivior plc | 63451 | &nbsp;&nbsp;&nbsp;&nbsp; 2277 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legend Biotech Corp. ADR | 104549 | &nbsp;&nbsp;&nbsp;&nbsp; 2273 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc. | 92881 | &nbsp;&nbsp;&nbsp;&nbsp; 2136 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc. | 98028 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals plc | 11850 | &nbsp;&nbsp;&nbsp;&nbsp; 2014 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Inc. | 563406 | &nbsp;&nbsp;&nbsp;&nbsp; 1978 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hims & Hers Health Inc. | 60738 | &nbsp;&nbsp;&nbsp;&nbsp; 1972 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc. | 153063 | &nbsp;&nbsp;&nbsp;&nbsp; 1929 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc. | 24688 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dyne Therapeutics Inc. | 94280 | &nbsp;&nbsp;&nbsp;&nbsp; 1844 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LifeStance Health Group Inc. | 256875 | &nbsp;&nbsp;&nbsp;&nbsp; 1808 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc. | 60334 | &nbsp;&nbsp;&nbsp;&nbsp; 1752 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alignment Healthcare Inc. | 88201 | &nbsp;&nbsp;&nbsp;&nbsp; 1742 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Option Care Health Inc. | 53160 | &nbsp;&nbsp;&nbsp;&nbsp; 1694 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ardelyx Inc. | 289993 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novocure Ltd. | 126690 | &nbsp;&nbsp;&nbsp;&nbsp; 1638 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Xencor Inc. | 99064 | &nbsp;&nbsp;&nbsp;&nbsp; 1517 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Natera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6419 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;10X Genomics Inc. Class A | 87699 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp; 1393 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viridian Therapeutics Inc. | 42905 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tempus AI Inc. | 22367 | &nbsp;&nbsp;&nbsp;&nbsp; 1321 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc. | 43805 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5421 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AnaptysBio Inc. | 23449 | &nbsp;&nbsp;&nbsp;&nbsp; 1137 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Xeris Biopharma Holdings Inc. | 144189 | &nbsp;&nbsp;&nbsp;&nbsp; 1132 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bioventus Inc. Class A | 151820 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alector Inc. | 701545 | &nbsp;&nbsp;&nbsp;&nbsp; 1094 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Phreesia Inc. | 62351 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Talkspace Inc. | 278954 | &nbsp;&nbsp;&nbsp;&nbsp; 1013 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc. | 300020 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings Inc. | 123295 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Altimmune Inc. | 276644 | &nbsp;&nbsp;&nbsp;&nbsp; 999 |
|  | &nbsp;&nbsp;&nbsp;Embecta Corp. | 82970 | &nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biohaven Ltd. | 86618 | &nbsp;&nbsp;&nbsp;&nbsp; 978 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc. | 43489 | &nbsp;&nbsp;&nbsp;&nbsp; 936 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mineralys Therapeutics Inc. | 24273 | &nbsp;&nbsp;&nbsp;&nbsp; 881 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc. | 282349 | &nbsp;&nbsp;&nbsp;&nbsp; 850 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Prothena Corp. plc | 88469 | &nbsp;&nbsp;&nbsp;&nbsp; 845 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc. | 35760 | &nbsp;&nbsp;&nbsp;&nbsp; 835 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enhabit Inc. | 88561 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc. | 22369 | &nbsp;&nbsp;&nbsp;&nbsp; 795 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Electromed Inc. | 26196 | &nbsp;&nbsp;&nbsp;&nbsp; 763 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teladoc Health Inc. | 102392 | &nbsp;&nbsp;&nbsp;&nbsp; 717 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CareDx Inc. | 37499 | &nbsp;&nbsp;&nbsp;&nbsp; 706 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MacroGenics Inc. | 437607 | &nbsp;&nbsp;&nbsp;&nbsp; 705 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Beam Therapeutics Inc. | 24937 | &nbsp;&nbsp;&nbsp;&nbsp; 691 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Keros Therapeutics Inc. | 33060 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc. | 15503 | &nbsp;&nbsp;&nbsp;&nbsp; 664 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Agenus Inc. | 197612 | &nbsp;&nbsp;&nbsp;&nbsp; 620 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp; 609 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp. | 36661 | &nbsp;&nbsp;&nbsp;&nbsp; 595 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Puma Biotechnology Inc. | 98741 | &nbsp;&nbsp;&nbsp;&nbsp; 587 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc. | 86078 | &nbsp;&nbsp;&nbsp;&nbsp; 528 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp; 516 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Esperion Therapeutics Inc. | 134680 | &nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkermes plc | 17568 | &nbsp;&nbsp;&nbsp;&nbsp; 492 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc. | 15413 | &nbsp;&nbsp;&nbsp;&nbsp; 489 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joint Corp. | 54332 | &nbsp;&nbsp;&nbsp;&nbsp; 474 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CytomX Therapeutics Inc. | 110452 | &nbsp;&nbsp;&nbsp;&nbsp; 471 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AtriCure Inc. | 10879 | &nbsp;&nbsp;&nbsp;&nbsp; 430 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;OptimizeRx Corp. | 33371 | &nbsp;&nbsp;&nbsp;&nbsp; 409 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc. | 10792 | &nbsp;&nbsp;&nbsp;&nbsp; 404 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADC Therapeutics SA | 112154 | &nbsp;&nbsp;&nbsp;&nbsp; 396 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NeuroPace Inc. | 24789 | &nbsp;&nbsp;&nbsp;&nbsp; 383 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4147 | &nbsp;&nbsp;&nbsp;&nbsp; 382 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Community Health Systems Inc. | 119053 | &nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viemed Healthcare Inc. | 45874 | &nbsp;&nbsp;&nbsp;&nbsp; 341 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ClearPoint Neuro Inc. | 24496 | &nbsp;&nbsp;&nbsp;&nbsp; 335 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shattuck Labs Inc. | 81363 | &nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Foghorn Therapeutics Inc. | 53644 | &nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Owens & Minor Inc. | 97161 | &nbsp;&nbsp;&nbsp;&nbsp; 272 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Twist Bioscience Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7741 | &nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Black Diamond Therapeutics Inc. | 93180 | &nbsp;&nbsp;&nbsp;&nbsp; 226 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ginkgo Bioworks Holdings Inc. | 26026 | &nbsp;&nbsp;&nbsp;&nbsp; 216 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc. | 33886 | &nbsp;&nbsp;&nbsp;&nbsp; 204 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cardiff Oncology Inc. | 72057 | &nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp; 180 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cerus Corp. | 85222 | &nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals Inc. | 18445 | &nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp; 167 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Quanterix Corp. | 26168 | &nbsp;&nbsp;&nbsp;&nbsp; 166 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zevra Therapeutics Inc. | 18151 | &nbsp;&nbsp;&nbsp;&nbsp; 163 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TG Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals Inc. | 12746 | &nbsp;&nbsp;&nbsp;&nbsp; 154 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Soleno Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Niagen Bioscience Inc. | 22572 | &nbsp;&nbsp;&nbsp;&nbsp; 144 |
| <sup>\*,1,2</sup> | &nbsp;&nbsp;&nbsp;Cartesian Therapeutics Inc. CVR | 414811 | &nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **381765** |
| **Industrials (20.8%)** | **Industrials (20.8%)** | **Industrials (20.8%)** | **Industrials (20.8%)** |
|  | &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc. | 16705 | &nbsp;&nbsp;&nbsp;&nbsp; 15591 |
|  | &nbsp;&nbsp;&nbsp;Federal Signal Corp. | 128299 | &nbsp;&nbsp;&nbsp;&nbsp; 13932 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StandardAero Inc. | 455074 | &nbsp;&nbsp;&nbsp;&nbsp; 13052 |
|  | &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc. | 50727 | &nbsp;&nbsp;&nbsp;&nbsp; 13025 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kirby Corp. | 111479 | &nbsp;&nbsp;&nbsp;&nbsp; 12283 |
|  | &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp. | 22203 | &nbsp;&nbsp;&nbsp;&nbsp; 12240 |
|  | &nbsp;&nbsp;&nbsp;JBT Marel Corp. | 77483 | &nbsp;&nbsp;&nbsp;&nbsp; 11674 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SPX Technologies Inc. | 56696 | &nbsp;&nbsp;&nbsp;&nbsp; 11343 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cimpress plc | 168599 | &nbsp;&nbsp;&nbsp;&nbsp; 11227 |
|  | &nbsp;&nbsp;&nbsp;Sensata Technologies Holding plc | 310763 | &nbsp;&nbsp;&nbsp;&nbsp; 10345 |
|  | &nbsp;&nbsp;&nbsp;RB Global Inc. (XTSE) | 96919 | &nbsp;&nbsp;&nbsp;&nbsp; 9970 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc. | 30070 | &nbsp;&nbsp;&nbsp;&nbsp; 9208 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bloom Energy Corp. Class A | 101672 | &nbsp;&nbsp;&nbsp;&nbsp; 8834 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rocket Lab Corp. | 121044 | &nbsp;&nbsp;&nbsp;&nbsp; 8444 |
|  | &nbsp;&nbsp;&nbsp;EMCOR Group Inc. | 12253 | &nbsp;&nbsp;&nbsp;&nbsp; 7496 |
|  | &nbsp;&nbsp;&nbsp;TriNet Group Inc. | 112075 | &nbsp;&nbsp;&nbsp;&nbsp; 6627 |
|  | &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd. | 31913 | &nbsp;&nbsp;&nbsp;&nbsp; 6282 |
|  | &nbsp;&nbsp;&nbsp;Primoris Services Corp. | 50405 | &nbsp;&nbsp;&nbsp;&nbsp; 6257 |
|  | &nbsp;&nbsp;&nbsp;EnerSys | 33224 | &nbsp;&nbsp;&nbsp;&nbsp; 4876 |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | 65658 | &nbsp;&nbsp;&nbsp;&nbsp; 4836 |
|  | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | 27636 | &nbsp;&nbsp;&nbsp;&nbsp; 4777 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legence Corp. Class A | 97465 | &nbsp;&nbsp;&nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;Interface Inc. | 139592 | &nbsp;&nbsp;&nbsp;&nbsp; 3897 |
|  | &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc. | 38589 | &nbsp;&nbsp;&nbsp;&nbsp; 3778 |
|  | &nbsp;&nbsp;&nbsp;AAON Inc. | 48935 | &nbsp;&nbsp;&nbsp;&nbsp; 3731 |
|  | &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc. Class A | 12262 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;MSA Safety Inc. | 20595 | &nbsp;&nbsp;&nbsp;&nbsp; 3298 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 38909 | &nbsp;&nbsp;&nbsp;&nbsp; 3273 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Superconductor Corp. | 101132 | &nbsp;&nbsp;&nbsp;&nbsp; 2911 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Paylocity Holding Corp. | 18651 | &nbsp;&nbsp;&nbsp;&nbsp; 2844 |
|  | &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 |
|  | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. Class A | 116392 | &nbsp;&nbsp;&nbsp;&nbsp; 2772 |
|  | &nbsp;&nbsp;&nbsp;Maximus Inc. | 31947 | &nbsp;&nbsp;&nbsp;&nbsp; 2758 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Willdan Group Inc. | 23879 | &nbsp;&nbsp;&nbsp;&nbsp; 2475 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Generac Holdings Inc. | 17013 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alaska Air Group Inc. | 42908 | &nbsp;&nbsp;&nbsp;&nbsp; 2158 |
|  | &nbsp;&nbsp;&nbsp;Costamare Inc. | 136510 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Energy Recovery Inc. | 158753 | &nbsp;&nbsp;&nbsp;&nbsp; 2142 |
|  | &nbsp;&nbsp;&nbsp;Argan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp;&nbsp;&nbsp; 2139 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nextpower Inc. Class A | 24129 | &nbsp;&nbsp;&nbsp;&nbsp; 2102 |
|  | &nbsp;&nbsp;&nbsp;Douglas Dynamics Inc. | 64325 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CoreCivic Inc. | 102814 | &nbsp;&nbsp;&nbsp;&nbsp; 1965 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vicor Corp. | 16433 | &nbsp;&nbsp;&nbsp;&nbsp; 1801 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liquidity Services Inc. | 58790 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MYR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7938 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Planet Labs PBC | 87887 | &nbsp;&nbsp;&nbsp;&nbsp; 1733 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Graham Corp. | 25628 | &nbsp;&nbsp;&nbsp;&nbsp; 1646 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Healthcare Services Group Inc. | 85559 | &nbsp;&nbsp;&nbsp;&nbsp; 1636 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc. | 113529 | &nbsp;&nbsp;&nbsp;&nbsp; 1634 |
|  | &nbsp;&nbsp;&nbsp;Powell Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5124 | &nbsp;&nbsp;&nbsp;&nbsp; 1633 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DXP Enterprises Inc. | 14712 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;Allient Inc. | 28334 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IBEX Holdings Ltd. | 38109 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 |
|  | &nbsp;&nbsp;&nbsp;ESCO Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp; 1363 |
|  | &nbsp;&nbsp;&nbsp;Leonardo DRS Inc. | 39804 | &nbsp;&nbsp;&nbsp;&nbsp; 1357 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lyft Inc. Class A | 63681 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blue Bird Corp. | 26032 | &nbsp;&nbsp;&nbsp;&nbsp; 1224 |
|  | &nbsp;&nbsp;&nbsp;Barrett Business Services Inc. | 29686 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Astronics Corp. | 18978 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upwork Inc. | 50402 | &nbsp;&nbsp;&nbsp;&nbsp; 999 |
|  | &nbsp;&nbsp;&nbsp;Gorman-Rupp Co. | 19406 | &nbsp;&nbsp;&nbsp;&nbsp; 927 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legalzoom.com Inc. | 89186 | &nbsp;&nbsp;&nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Genpact Ltd. | 16612 | &nbsp;&nbsp;&nbsp;&nbsp; 777 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Loar Holdings Inc. | 11266 | &nbsp;&nbsp;&nbsp;&nbsp; 766 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Archer Aviation Inc. Class A | 101330 | &nbsp;&nbsp;&nbsp;&nbsp; 762 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9909 | &nbsp;&nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;Insteel Industries Inc. | 22802 | &nbsp;&nbsp;&nbsp;&nbsp; 722 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Array Technologies Inc. | 78048 | &nbsp;&nbsp;&nbsp;&nbsp; 720 |
|  | &nbsp;&nbsp;&nbsp;McGrath RentCorp. | &nbsp;&nbsp;&nbsp;&nbsp;6172 | &nbsp;&nbsp;&nbsp;&nbsp; 648 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;V2X Inc. | 11629 | &nbsp;&nbsp;&nbsp;&nbsp; 634 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc. Class A | 74563 | &nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;AZZ Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp; 632 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Power Solutions International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9413 | &nbsp;&nbsp;&nbsp;&nbsp; 538 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Airlines Group Inc. | 33140 | &nbsp;&nbsp;&nbsp;&nbsp; 508 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Satellogic Inc. Class A | 263326 | &nbsp;&nbsp;&nbsp;&nbsp; 492 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amprius Technologies Inc. | 58187 | &nbsp;&nbsp;&nbsp;&nbsp; 459 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Modine Manufacturing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2839 | &nbsp;&nbsp;&nbsp;&nbsp; 379 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GEO Group Inc. | 23040 | &nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Moog Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp; 346 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joby Aviation Inc. | 24812 | &nbsp;&nbsp;&nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp; 327 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Franklin Covey Co. | 18220 | &nbsp;&nbsp;&nbsp;&nbsp; 306 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Eos Energy Enterprises Inc. | 26724 | &nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Quad / Graphics Inc. | 48346 | &nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Mueller Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enovix Corp. | 37304 | &nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bowman Consulting Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7987 | &nbsp;&nbsp;&nbsp;&nbsp; 264 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NuScale Power Corp. | 18555 | &nbsp;&nbsp;&nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Park Aerospace Corp. | 11903 | &nbsp;&nbsp;&nbsp;&nbsp; 254 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AeroVironment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;LSI Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8672 | &nbsp;&nbsp;&nbsp;&nbsp; 159 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alliance Laundry Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7351 | &nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ExlService Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **304425** |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Information Technology (19.4%)** | **Information Technology (19.4%)** | **Information Technology (19.4%)** | **Information Technology (19.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Trimble Inc. | 248284 | &nbsp;&nbsp;&nbsp;&nbsp; 19453 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dynatrace Inc. | 374925 | &nbsp;&nbsp;&nbsp;&nbsp; 16249 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkami Technology Inc. | 518651 | &nbsp;&nbsp;&nbsp;&nbsp; 11965 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc. | 325036 | &nbsp;&nbsp;&nbsp;&nbsp; 11350 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprout Social Inc. Class A | 954053 | &nbsp;&nbsp;&nbsp;&nbsp; 10752 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Credo Technology Group Holding Ltd. | 58543 | &nbsp;&nbsp;&nbsp;&nbsp; 8424 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elastic NV | 106537 | &nbsp;&nbsp;&nbsp;&nbsp; 8037 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ON Semiconductor Corp. | 147741 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pure Storage Inc. Class A | 113947 | &nbsp;&nbsp;&nbsp;&nbsp; 7636 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Astera Labs Inc. | 44706 | &nbsp;&nbsp;&nbsp;&nbsp; 7437 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rambus Inc. | 72462 | &nbsp;&nbsp;&nbsp;&nbsp; 6659 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fabrinet | 14447 | &nbsp;&nbsp;&nbsp;&nbsp; 6577 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Manhattan Associates Inc. | 36677 | &nbsp;&nbsp;&nbsp;&nbsp; 6356 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guidewire Software Inc. | 30171 | &nbsp;&nbsp;&nbsp;&nbsp; 6065 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp. | 82327 | &nbsp;&nbsp;&nbsp;&nbsp; 6058 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Klaviyo Inc. Class A | 171632 | &nbsp;&nbsp;&nbsp;&nbsp; 5573 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 24247 | &nbsp;&nbsp;&nbsp;&nbsp; 5529 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IonQ Inc. | 113217 | &nbsp;&nbsp;&nbsp;&nbsp; 5080 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;N-able Inc. | 604443 | &nbsp;&nbsp;&nbsp;&nbsp; 4521 |
|  | &nbsp;&nbsp;&nbsp;Entegris Inc. | 53034 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Extreme Networks Inc. | 258140 | &nbsp;&nbsp;&nbsp;&nbsp; 4298 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Appian Corp. Class A | 116588 | &nbsp;&nbsp;&nbsp;&nbsp; 4130 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RingCentral Inc. Class A | 137989 | &nbsp;&nbsp;&nbsp;&nbsp; 3985 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cellebrite DI Ltd. | 203403 | &nbsp;&nbsp;&nbsp;&nbsp; 3667 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ambarella Inc. | 48569 | &nbsp;&nbsp;&nbsp;&nbsp; 3441 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dropbox Inc. Class A | 122966 | &nbsp;&nbsp;&nbsp;&nbsp; 3418 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Commvault Systems Inc. | 27213 | &nbsp;&nbsp;&nbsp;&nbsp; 3411 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc. | 148637 | &nbsp;&nbsp;&nbsp;&nbsp; 3243 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Monday.com Ltd. | 21852 | &nbsp;&nbsp;&nbsp;&nbsp; 3224 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rapid7 Inc. | 202047 | &nbsp;&nbsp;&nbsp;&nbsp; 3071 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Via Transportation Inc. Class A | 103216 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;D-Wave Quantum Inc. | 107889 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;nLight Inc. | 72778 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MaxLinear Inc. | 154546 | &nbsp;&nbsp;&nbsp;&nbsp; 2694 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workiva Inc. | 29322 | &nbsp;&nbsp;&nbsp;&nbsp; 2529 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc. | 98100 | &nbsp;&nbsp;&nbsp;&nbsp; 2485 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Asana Inc. Class A | 179653 | &nbsp;&nbsp;&nbsp;&nbsp; 2463 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teradata Corp. | 78080 | &nbsp;&nbsp;&nbsp;&nbsp; 2377 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rigetti Computing Inc. | 104800 | &nbsp;&nbsp;&nbsp;&nbsp; 2321 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp; 2259 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Calix Inc. | 42580 | &nbsp;&nbsp;&nbsp;&nbsp; 2254 |
|  | &nbsp;&nbsp;&nbsp;MKS Inc. | 12697 | &nbsp;&nbsp;&nbsp;&nbsp; 2029 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Semtech Corp. | 27011 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PagerDuty Inc. | 150522 | &nbsp;&nbsp;&nbsp;&nbsp; 1973 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Applied Digital Corp. | 79586 | &nbsp;&nbsp;&nbsp;&nbsp; 1951 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rubrik Inc. Class A | 22530 | &nbsp;&nbsp;&nbsp;&nbsp; 1723 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Harmonic Inc. | 170430 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;UiPath Inc. Class A | 101502 | &nbsp;&nbsp;&nbsp;&nbsp; 1664 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CommScope Holding Co. Inc. | 91419 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenable Holdings Inc. | 68955 | &nbsp;&nbsp;&nbsp;&nbsp; 1623 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arlo Technologies Inc. | 113913 | &nbsp;&nbsp;&nbsp;&nbsp; 1594 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LiveRamp Holdings Inc. | 54098 | &nbsp;&nbsp;&nbsp;&nbsp; 1589 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Backblaze Inc. Class A | 316443 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc. | 165967 | &nbsp;&nbsp;&nbsp;&nbsp; 1442 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sanmina Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp; 1354 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Weave Communications Inc. | 171038 | &nbsp;&nbsp;&nbsp;&nbsp; 1298 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Five9 Inc. | 61877 | &nbsp;&nbsp;&nbsp;&nbsp; 1241 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Q2 Holdings Inc. | 16466 | &nbsp;&nbsp;&nbsp;&nbsp; 1188 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 43448 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gitlab Inc. Class A | 30674 | &nbsp;&nbsp;&nbsp;&nbsp; 1151 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ooma Inc. | 95620 | &nbsp;&nbsp;&nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;InterDigital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3508 | &nbsp;&nbsp;&nbsp;&nbsp; 1117 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Evolv Technologies Holdings Inc. | 155424 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CEVA Inc. | 50545 | &nbsp;&nbsp;&nbsp;&nbsp; 1088 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AvePoint Inc. | 76540 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprinklr Inc. Class A | 123559 | &nbsp;&nbsp;&nbsp;&nbsp; 961 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SoundHound AI Inc. Class A | 88881 | &nbsp;&nbsp;&nbsp;&nbsp; 886 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Domo Inc. Class B | 103402 | &nbsp;&nbsp;&nbsp;&nbsp; 872 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Unity Software Inc. | 19527 | &nbsp;&nbsp;&nbsp;&nbsp; 863 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pagaya Technologies Ltd. Class A | 39641 | &nbsp;&nbsp;&nbsp;&nbsp; 829 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;eGain Corp. | 80019 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Ambiq Micro Inc. | 28193 | &nbsp;&nbsp;&nbsp;&nbsp; 804 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penguin Solutions Inc. | 40716 | &nbsp;&nbsp;&nbsp;&nbsp; 796 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Quantum Computing Inc. | 68417 | &nbsp;&nbsp;&nbsp;&nbsp; 702 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDF Solutions Inc. | 24491 | &nbsp;&nbsp;&nbsp;&nbsp; 699 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;FormFactor Inc. | 12059 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Freshworks Inc. Class A | 53331 | &nbsp;&nbsp;&nbsp;&nbsp; 653 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Impinj Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp; 643 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SentinelOne Inc. Class A | 37606 | &nbsp;&nbsp;&nbsp;&nbsp; 564 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SkyWater Technology Inc. | 29532 | &nbsp;&nbsp;&nbsp;&nbsp; 536 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Commerce.com Inc. | 119571 | &nbsp;&nbsp;&nbsp;&nbsp; 493 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enphase Energy Inc. | 14763 | &nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9882 | &nbsp;&nbsp;&nbsp;&nbsp; 450 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alarm.com Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8222 | &nbsp;&nbsp;&nbsp;&nbsp; 419 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kaltura Inc. | 242667 | &nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Pegasystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6298 | &nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ouster Inc. | 16289 | &nbsp;&nbsp;&nbsp;&nbsp; 352 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2002 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CPI Card Group Inc. | 23283 | &nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Digital Turbine Inc. | 65958 | &nbsp;&nbsp;&nbsp;&nbsp; 330 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corsair Gaming Inc. | 53975 | &nbsp;&nbsp;&nbsp;&nbsp; 321 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nutanix Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5161 | &nbsp;&nbsp;&nbsp;&nbsp; 267 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;inTEST Corp. | 35304 | &nbsp;&nbsp;&nbsp;&nbsp; 264 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yext Inc. | 31327 | &nbsp;&nbsp;&nbsp;&nbsp; 253 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DigitalOcean Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4894 | &nbsp;&nbsp;&nbsp;&nbsp; 236 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arteris Inc. | 15028 | &nbsp;&nbsp;&nbsp;&nbsp; 233 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Turtle Beach Corp. | 16244 | &nbsp;&nbsp;&nbsp;&nbsp; 228 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Terawulf Inc. | 16584 | &nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp; 183 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neonode Inc. | 105388 | &nbsp;&nbsp;&nbsp;&nbsp; 183 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blackbaud Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp; 171 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bitdeer Technologies Group Class A | 13281 | &nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BK Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;BigBear.ai Holdings Inc. | 24294 | &nbsp;&nbsp;&nbsp;&nbsp; 131 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9009 | &nbsp;&nbsp;&nbsp;&nbsp; 131 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Unisys Corp. | 35567 | &nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **283757** |
| **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc. | 57331 | &nbsp;&nbsp;&nbsp;&nbsp; 6865 |
|  | &nbsp;&nbsp;&nbsp;Eagle Materials Inc. | 21715 | &nbsp;&nbsp;&nbsp;&nbsp; 4488 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | 174167 | &nbsp;&nbsp;&nbsp;&nbsp; 3283 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | 26364 | &nbsp;&nbsp;&nbsp;&nbsp; 3028 |
|  | &nbsp;&nbsp;&nbsp;Myers Industries Inc. | 128135 | &nbsp;&nbsp;&nbsp;&nbsp; 2399 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Century Aluminum Co. | 37051 | &nbsp;&nbsp;&nbsp;&nbsp; 1452 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;O-I Glass Inc. | 77929 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;Hecla Mining Co. | 55490 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coeur Mining Inc. | 51763 | &nbsp;&nbsp;&nbsp;&nbsp; 923 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Compass Minerals International Inc. | 37043 | &nbsp;&nbsp;&nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp; 646 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core Molding Technologies Inc. | 29356 | &nbsp;&nbsp;&nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7057 | &nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;Chemours Co. | 34464 | &nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Koppers Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **27718** |
| **Real Estate (1.1%)** | **Real Estate (1.1%)** | **Real Estate (1.1%)** | **Real Estate (1.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | 15852 | &nbsp;&nbsp;&nbsp;&nbsp; 5334 |
|  | &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc. | 281471 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 |
|  | &nbsp;&nbsp;&nbsp;Phillips Edison & Co. Inc. | 77943 | &nbsp;&nbsp;&nbsp;&nbsp; 2772 |
|  | &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co. | 220510 | &nbsp;&nbsp;&nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc. Class A | 43630 | &nbsp;&nbsp;&nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;Tanger Inc. | 20759 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | 13777 | &nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;Apartment Investment & Management Co. Class A | 28715 | &nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc. | 15472 | &nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **16308** |
| **Utilities (0.3%)** | **Utilities (0.3%)** | **Utilities (0.3%)** | **Utilities (0.3%)** |
|  | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | 20347 | &nbsp;&nbsp;&nbsp;&nbsp; 3240 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hallador Energy Co. | 33042 | &nbsp;&nbsp;&nbsp;&nbsp; 629 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;MGE Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4259** |
| **Total Common Stocks (Cost $1,334,697)** | **Total Common Stocks (Cost $1,334,697)** | **Total Common Stocks (Cost $1,334,697)** | &nbsp;&nbsp;&nbsp;&nbsp;**1391837** |
| **Temporary Cash Investments (5.2%)** | **Temporary Cash Investments (5.2%)** | **Temporary Cash Investments (5.2%)** | **Temporary Cash Investments (5.2%)** |
| **Money Market Fund (5.2%)** | **Money Market Fund (5.2%)** | **Money Market Fund (5.2%)** | **Money Market Fund (5.2%)** |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 3.780% **(Cost $76,214)** | 762143 | &nbsp;&nbsp;&nbsp;&nbsp; **76214** |
| **Total Investments (100.4%) (Cost $1,410,911)** | **Total Investments (100.4%) (Cost $1,410,911)** | **Total Investments (100.4%) (Cost $1,410,911)** | &nbsp;&nbsp;&nbsp;&nbsp;**1468051** |
| **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;**(5975)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1462076** |
| 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 $5,831. |
| 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 $6,406 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |
|  | CVR—Contingent Value Rights. |

---

------

#### 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 | March 2026 | 324 | 40468 | &nbsp;&nbsp;(1074) |

---

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

------

Small Company Growth Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $1,334,697) | 1391837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $76,214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76214 |
| Total Investments in Securities | 1468051 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| **Total Assets** | **1471943** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9867** |
| **Net Assets** | **1462076** |
| 1 Includes $5,831 of securities on loan. |  |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1373474 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88602 |
| **Net Assets** | **1462076** |
| **Net Assets** |  |
| **Applicable to 76,670,492 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1462076** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$19.07** |

---

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

------

Small Company Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;7945 |
| Interest<sup>2</sup> | &nbsp;&nbsp;2438 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Total Income | 10482 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;1612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(316) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;2729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| 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;4213 |
| **Net Investment Income** | &nbsp;&nbsp;**6269** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 36319 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(427) |
| **Realized Net Gain (Loss)** | **35892** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | 42228 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;355 |
| **Change in Unrealized Appreciation (Depreciation)** | **42583** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **84744** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $51. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $2,329, $2, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Small Company Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143531 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10887 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161528 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(106517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8241) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;168647 | &nbsp;&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;&nbsp;&nbsp;&nbsp;8241 |
| Redeemed | &nbsp;&nbsp;&nbsp;(328605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267498) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;(53441) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117104) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(75214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1537290** | &nbsp;&nbsp;&nbsp;&nbsp;**1501107** |
| **End of Period** | **1462076** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.079 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.875 | &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 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.954 | &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 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.302) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6.059) | &nbsp;&nbsp;&nbsp;&nbsp;(1.288) |
| Total Distributions | &nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$19.07** | &nbsp;&nbsp;&nbsp;**$19.51** | &nbsp;&nbsp;&nbsp;**$17.61** | &nbsp;&nbsp;&nbsp;**$14.78** | &nbsp;&nbsp;&nbsp;**$26.50** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**6.11%** | &nbsp;&nbsp;&nbsp;**11.38%** | &nbsp;&nbsp;&nbsp;**19.65%** | &nbsp;&nbsp;&nbsp;**-25.35%** | &nbsp;&nbsp;&nbsp;**14.22%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1462 | &nbsp;&nbsp;&nbsp;$1537 | &nbsp;&nbsp;&nbsp;$1501 | &nbsp;&nbsp;&nbsp;$1328 | &nbsp;&nbsp;&nbsp;$1944 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.30% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;0.43% | &nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;0.43% | &nbsp;&nbsp;&nbsp;0.21% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;60% | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;59% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;57%<sup>4</sup> |

---

---

| | |
|:---|:---|
| 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%), 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. 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 year ended December 31, 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.

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

------

Small Company Growth Portfolio

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

For the year ended December 31, 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 $254,000 for the year ended December 31, 2025.

For the year ended December 31, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual rate of 0.11% of the portfolio's average net assets, before a net decrease of $316,000 (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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Portfolio Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 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 December 31, 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 | 1391762 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1391837 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76214 |
| Total | 1467976 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1468051 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (1074) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1074) |

---

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

**E.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized

------

Small Company Growth Portfolio

gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;36088 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;46849 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;88602 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;38248 | &nbsp;&nbsp;&nbsp;&nbsp;8241 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;68269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;106517 | &nbsp;&nbsp;&nbsp;&nbsp;8241 |

---

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

As of December 31, 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;1421202 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268411 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(221562) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46849 |

---

**F.** During the year ended December 31, 2025, the portfolio purchased $837,937,000 of investment securities and sold $1,012,329,000 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 year ended December 31, 2025, such purchases were $1,657,000 and sales were $7,809,000, resulting in net realized gain of $1,420,000; 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;

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;9244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7556 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| Redeemed | (17921) | &nbsp;&nbsp;(14427) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;(2138) | &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.

------

Small Company Growth Portfolio

At December 31, 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 51% 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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Small Company Growth Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Small Company Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025, the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

For corporate shareholders, 16.1%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $789,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $68,269,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690SCG 022026

------

![](tm263123d12vviftotalbndii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2025

#### Vanguard Variable Insurance Funds

#### Total Bond Market Index Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 123 |
| Tax information<br>| 124 |

---

------

Total Bond Market Index Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 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 (68.3%)** | **U.S. Government and Agency Obligations (68.3%)** | **U.S. Government and Agency Obligations (68.3%)** | **U.S. Government and Agency Obligations (68.3%)** | **U.S. Government and Agency Obligations (68.3%)** |
| **U.S. Government Securities (48.5%)** | **U.S. Government Securities (48.5%)** | **U.S. Government Securities (48.5%)** | **U.S. Government Securities (48.5%)** | **U.S. Government Securities (48.5%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11780 | &nbsp;&nbsp; 11836 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17534 | &nbsp;&nbsp; 17159 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14468 | &nbsp;&nbsp; 14559 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3422 | &nbsp;&nbsp; 3374 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12314 | &nbsp;&nbsp; 12393 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3143 | &nbsp;&nbsp; 3057 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10113 | &nbsp;&nbsp; 9925 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13783 | &nbsp;&nbsp; 13875 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9250 | &nbsp;&nbsp; 9328 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3963 | &nbsp;&nbsp; 3826 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 | &nbsp;&nbsp; 5876 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12531 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8618 | &nbsp;&nbsp; 8724 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6820 | &nbsp;&nbsp; 6558 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5620 | &nbsp;&nbsp; 5565 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14723 | &nbsp;&nbsp; 14769 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 9239 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &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;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6605 | &nbsp;&nbsp; 6335 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7535 | &nbsp;&nbsp; 7444 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11329 | &nbsp;&nbsp; 11387 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6014 | &nbsp;&nbsp; 6110 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8889 | &nbsp;&nbsp; 8505 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9539 | &nbsp;&nbsp; 9506 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18286 | &nbsp;&nbsp; 18357 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6993 | &nbsp;&nbsp; 7086 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 | &nbsp;&nbsp; 8106 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11284 | &nbsp;&nbsp; 11157 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10264 | &nbsp;&nbsp; 10324 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6047 | &nbsp;&nbsp; 5929 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10735 | &nbsp;&nbsp; 10780 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 | &nbsp;&nbsp; 7451 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6788 | &nbsp;&nbsp; 6749 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19328 | &nbsp;&nbsp; 19371 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7144 | &nbsp;&nbsp; 7131 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8525 | &nbsp;&nbsp; 8080 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5063 | &nbsp;&nbsp; 5065 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7865 | &nbsp;&nbsp; 7949 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13437 | &nbsp;&nbsp; 13527 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10290 | &nbsp;&nbsp; 9750 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11659 | &nbsp;&nbsp; 11662 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8761 | &nbsp;&nbsp; 8858 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7302 | &nbsp;&nbsp; 7140 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10100 | &nbsp;&nbsp; 10216 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8128 | &nbsp;&nbsp; 7703 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12385 | &nbsp;&nbsp; 12361 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7007 | &nbsp;&nbsp; 7057 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9190 | &nbsp;&nbsp; 9280 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11360 | &nbsp;&nbsp; 10739 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2695 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp; 6105 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8482 | &nbsp;&nbsp; 8607 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12760 | &nbsp;&nbsp; 12065 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7652 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9790 | &nbsp;&nbsp; 9642 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8972 | &nbsp;&nbsp; 9110 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12968 | &nbsp;&nbsp; 12335 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7787 | &nbsp;&nbsp; 7868 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10091 | &nbsp;&nbsp; 10172 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12036 | &nbsp;&nbsp; 11456 |

---

------

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;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6846 | &nbsp;&nbsp; 6864 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10598 | &nbsp;&nbsp; 10654 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8864 | &nbsp;&nbsp; 8420 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6803 | &nbsp;&nbsp; 6802 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11755 | &nbsp;&nbsp; 11587 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16354 | &nbsp;&nbsp; 16444 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10615 | &nbsp;&nbsp; 10065 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8293 | &nbsp;&nbsp; 8315 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14606 | &nbsp;&nbsp; 14733 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9941 | &nbsp;&nbsp; 9409 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8012 | &nbsp;&nbsp; 8106 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8661 | &nbsp;&nbsp; 8735 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12705 | &nbsp;&nbsp; 11921 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6769 | &nbsp;&nbsp; 6870 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14966 | &nbsp;&nbsp; 14726 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12876 | &nbsp;&nbsp; 12910 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13987 | &nbsp;&nbsp; 13140 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7007 | &nbsp;&nbsp; 7156 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6898 | &nbsp;&nbsp; 6871 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13792 | &nbsp;&nbsp; 12975 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8643 | &nbsp;&nbsp; 8888 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14000 | &nbsp;&nbsp; 13988 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10725 | &nbsp;&nbsp; 10105 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9193 | &nbsp;&nbsp; 9519 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15153 | &nbsp;&nbsp; 14984 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10140 | &nbsp;&nbsp; 10129 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3402 | &nbsp;&nbsp; 3551 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10095 | &nbsp;&nbsp; 9528 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10440 | &nbsp;&nbsp; 10678 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10224 | &nbsp;&nbsp; 9599 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10709 | &nbsp;&nbsp; 10770 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9863 | &nbsp;&nbsp; 9345 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11055 | &nbsp;&nbsp; 11197 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10333 | &nbsp;&nbsp; 10046 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8640 | &nbsp;&nbsp; 8207 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11636 | &nbsp;&nbsp; 11873 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10920 | &nbsp;&nbsp; 10523 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10214 | &nbsp;&nbsp; 10386 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9400 | &nbsp;&nbsp; 9194 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12714 | &nbsp;&nbsp; 13128 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8871 | &nbsp;&nbsp; 8532 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8802 | &nbsp;&nbsp; 8568 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13504 | &nbsp;&nbsp; 13895 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10170 | &nbsp;&nbsp; 10056 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12745 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6550 | &nbsp;&nbsp; 6337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10401 | &nbsp;&nbsp; 10537 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 | &nbsp;&nbsp; 4314 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5835 | &nbsp;&nbsp; 5737 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13505 | &nbsp;&nbsp; 13508 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12655 | &nbsp;&nbsp; 12600 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6802 | &nbsp;&nbsp; 6862 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5925 | &nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11654 | &nbsp;&nbsp; 11857 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2351 | &nbsp;&nbsp; 2196 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5971 | &nbsp;&nbsp; 6022 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11735 | &nbsp;&nbsp; 11940 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6303 | &nbsp;&nbsp; 6358 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11824 | &nbsp;&nbsp; 12143 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4790 | &nbsp;&nbsp; 4764 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12208 | &nbsp;&nbsp; 12483 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8994 | &nbsp;&nbsp; 8263 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16026 | &nbsp;&nbsp; 16235 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4718 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9965 | &nbsp;&nbsp; 10096 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp; 5259 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9893 | &nbsp;&nbsp; 9973 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 13704 | &nbsp;&nbsp; 12029 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1486 |

---

------

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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5680 | &nbsp;&nbsp; 5696 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9460 | &nbsp;&nbsp; 9584 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4613 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16388 | &nbsp;&nbsp; 16516 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9636 | &nbsp;&nbsp; 9711 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5944 | &nbsp;&nbsp; 6021 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 18277 | &nbsp;&nbsp; 15908 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16543 | &nbsp;&nbsp; 16490 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5681 | &nbsp;&nbsp; 5784 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12466 | &nbsp;&nbsp; 12423 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 | &nbsp;&nbsp; 6437 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10339 | &nbsp;&nbsp; 10300 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5840 | &nbsp;&nbsp; 6137 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 19136 | &nbsp;&nbsp; 16732 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 16521 | &nbsp;&nbsp; 16362 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6405 | &nbsp;&nbsp; 6592 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8580 | &nbsp;&nbsp; 8542 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7613 | &nbsp;&nbsp; 7621 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7012 | &nbsp;&nbsp; 7096 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 15708 | &nbsp;&nbsp; 13834 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &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;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7708 | &nbsp;&nbsp; 7889 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8407 | &nbsp;&nbsp; 8554 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7993 | &nbsp;&nbsp; 8325 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 18109 | &nbsp;&nbsp; 16230 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7766 | &nbsp;&nbsp; 8089 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 | &nbsp;&nbsp; 8097 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8081 | &nbsp;&nbsp; 8217 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 19802 | &nbsp;&nbsp; 17259 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8622 | &nbsp;&nbsp; 8599 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8470 | &nbsp;&nbsp; 8391 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8361 | &nbsp;&nbsp; 8495 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 19578 | &nbsp;&nbsp; 17063 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8420 | &nbsp;&nbsp; 8552 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 7457 | &nbsp;&nbsp; 7723 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7992 | &nbsp;&nbsp; 8220 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17928 | &nbsp;&nbsp; 16001 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7463 | &nbsp;&nbsp; 7573 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8327 | &nbsp;&nbsp; 8447 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6629 | &nbsp;&nbsp; 6677 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17963 | &nbsp;&nbsp; 16947 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6720 | &nbsp;&nbsp; 6814 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10087 | &nbsp;&nbsp; 10154 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 9469 | &nbsp;&nbsp; 9526 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 18460 | &nbsp;&nbsp; 17220 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10091 | &nbsp;&nbsp; 10073 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8628 | &nbsp;&nbsp; 8609 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 9380 | &nbsp;&nbsp; 9285 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 17269 | &nbsp;&nbsp; 17480 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 12735 | &nbsp;&nbsp; 12599 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 10030 | &nbsp;&nbsp; 9995 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 16353 | &nbsp;&nbsp; 15904 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 17348 | &nbsp;&nbsp; 16694 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 18932 | &nbsp;&nbsp; 18794 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 19977 | &nbsp;&nbsp; 20646 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 20020 | &nbsp;&nbsp; 19981 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 20946 | &nbsp;&nbsp; 21431 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 20908 | &nbsp;&nbsp; 20607 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 21383 | &nbsp;&nbsp; 21636 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 19215 | &nbsp;&nbsp; 19969 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 17556 | &nbsp;&nbsp; 17726 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 20584 | &nbsp;&nbsp; 20758 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 12365 | &nbsp;&nbsp; 12203 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 812 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp; 1292 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2593 | &nbsp;&nbsp; 2600 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3909 | &nbsp;&nbsp; 3860 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3784 | &nbsp;&nbsp; 3830 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 8174 | &nbsp;&nbsp; 5196 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2269 | &nbsp;&nbsp; 2235 |

---

------

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;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 10182 | &nbsp;&nbsp; 6405 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp; 2819 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 9974 | &nbsp;&nbsp; 6485 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 | &nbsp;&nbsp; 2677 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 11798 | &nbsp;&nbsp; 8254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2706 | &nbsp;&nbsp; 2759 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 6912 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2704 | &nbsp;&nbsp; 2639 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 12566 | &nbsp;&nbsp; 8496 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 2519 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 11218 | &nbsp;&nbsp; 7842 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1801 | &nbsp;&nbsp; 1492 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 8961 | &nbsp;&nbsp; 6608 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2081 | &nbsp;&nbsp; 1714 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 1709 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 7780 | &nbsp;&nbsp; 6501 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2238 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6522 | &nbsp;&nbsp; 5521 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 | &nbsp;&nbsp; 2791 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6447 | &nbsp;&nbsp; 5919 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 2740 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 6758 | &nbsp;&nbsp; 6093 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5245 | &nbsp;&nbsp; 4078 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 5737 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp; 4047 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 | &nbsp;&nbsp; 6837 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4185 | &nbsp;&nbsp; 3674 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 6750 | &nbsp;&nbsp; 6763 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4238 | &nbsp;&nbsp; 3645 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6978 | &nbsp;&nbsp; 6764 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4726 | &nbsp;&nbsp; 3907 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7094 | &nbsp;&nbsp; 6979 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 | &nbsp;&nbsp; 3845 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7083 | &nbsp;&nbsp; 6514 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4203 | &nbsp;&nbsp; 3258 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 7572 | &nbsp;&nbsp; 7435 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5559 | &nbsp;&nbsp; 3943 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 | &nbsp;&nbsp; 7138 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2574 | &nbsp;&nbsp; 1984 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 9641 | &nbsp;&nbsp; 9916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2999 | &nbsp;&nbsp; 2254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 8839 | &nbsp;&nbsp; 8943 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1428 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 8676 | &nbsp;&nbsp; 8494 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3877 | &nbsp;&nbsp; 2704 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 4692 | &nbsp;&nbsp; 3260 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3811 | &nbsp;&nbsp; 2511 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 1679 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 3537 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3973 | &nbsp;&nbsp; 2988 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 6397 | &nbsp;&nbsp; 4578 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 6573 | &nbsp;&nbsp; 4691 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 7889 | &nbsp;&nbsp; 5883 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 8260 | &nbsp;&nbsp; 6288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 8724 | &nbsp;&nbsp; 6474 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 9288 | &nbsp;&nbsp; 7365 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 9370 | &nbsp;&nbsp; 6919 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 9325 | &nbsp;&nbsp; 6705 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 9068 | &nbsp;&nbsp; 5702 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 7648 | &nbsp;&nbsp; 4924 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 9042 | &nbsp;&nbsp; 5315 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 9901 | &nbsp;&nbsp; 4751 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 11626 | &nbsp;&nbsp; 5729 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 11796 | &nbsp;&nbsp; 6210 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 13254 | &nbsp;&nbsp; 7422 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 13750 | &nbsp;&nbsp; 8683 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 13575 | &nbsp;&nbsp; 7798 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 12120 | &nbsp;&nbsp; 6717 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 11332 | &nbsp;&nbsp; 6893 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 10830 | &nbsp;&nbsp; 7588 |

---

------

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;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7400 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 9701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8434 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 9754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7916 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8499 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 10763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9552 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 11102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10923 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 11481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10406 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 11671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11268 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 12080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10952 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 11387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10769 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 11371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10984 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 12254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12076 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 12281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12108 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 13425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12969 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2506393** |
| **Agency Bonds and Notes (0.4%)** | **Agency Bonds and Notes (0.4%)** | **Agency Bonds and Notes (0.4%)** | **Agency Bonds and Notes (0.4%)** | **Agency Bonds and Notes (0.4%)** | **Agency Bonds and Notes (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2027 | &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;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &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;6/7/2028 | &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;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2029 | &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;4/1/2030 | &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;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &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;3/10/2027 | &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;4/9/2027 | &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;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/8/2028 | &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;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1538 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1736 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1044 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.880% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &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;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **19062** |
| **Conventional Mortgage-Backed Securities (19.4%)** | **Conventional Mortgage-Backed Securities (19.4%)** | **Conventional Mortgage-Backed Securities (19.4%)** | **Conventional Mortgage-Backed Securities (19.4%)** | **Conventional Mortgage-Backed Securities (19.4%)** | **Conventional Mortgage-Backed Securities (19.4%)** |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028–12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027–3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1892 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029–8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5563 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2026–11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 12941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12265 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2026–11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6636 |

---

------

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>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039–10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3495 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2026–11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028–7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028–3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2026–2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2026–11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027–5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1845 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5028 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1555 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042–7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2026–9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026–11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033–3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034–4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032–3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027–12/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027–10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027–1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026–10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2050–6/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 28440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23559 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2027–5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 28760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24844 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2029–5/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 28055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25432 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2026–2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 21992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20535 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2026–5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 17143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16455 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2039–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 22435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22028 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/2032–5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 29691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29762 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2052–12/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 38987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39496 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2052–12/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 23689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24255 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/2035–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 6997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7270 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2036–9/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2035–4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 37142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30818 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2027–1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;161643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135268 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2027–1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;111835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96737 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028–2/12/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 70080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63351 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2026–2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 38091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35738 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2026–2/12/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 37671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36251 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 37164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36691 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028–1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 63809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64102 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031–10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 93486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95396 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028–11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 84173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86974 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052–8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 34718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36309 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2026–8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 5778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6101 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2026–1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2026–4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1006095** |
| **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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;&nbsp;&nbsp;6.098% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;&nbsp;&nbsp;6.060% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.430% | &nbsp;&nbsp;&nbsp;&nbsp;6.068% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;&nbsp;&nbsp;6.215% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;&nbsp;&nbsp;6.328% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;&nbsp;&nbsp;6.169% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;&nbsp;&nbsp;6.308% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;&nbsp;&nbsp;6.282% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;&nbsp;&nbsp;6.058% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.621% | &nbsp;&nbsp;&nbsp;&nbsp;6.353% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;&nbsp;&nbsp;6.623% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;&nbsp;&nbsp;6.502% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;&nbsp;&nbsp;6.135% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.651% | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.675% | &nbsp;&nbsp;&nbsp;&nbsp;6.407% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |

---

------

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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;&nbsp;&nbsp;6.682% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.312% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.440% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 11 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;&nbsp;&nbsp;6.448% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6.495% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6.575% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.701% | &nbsp;&nbsp;&nbsp;&nbsp;6.451% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;&nbsp;&nbsp;6.080% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.716% | &nbsp;&nbsp;&nbsp;&nbsp;6.491% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;6.420% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;6.495% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;&nbsp;&nbsp;6.244% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;&nbsp;&nbsp;6.724% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;&nbsp;&nbsp;6.498% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;&nbsp;&nbsp;6.644% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.790% | &nbsp;&nbsp;&nbsp;&nbsp;6.684% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.792% | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;&nbsp;&nbsp;6.410% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 16 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;&nbsp;&nbsp;6.740% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.802% | &nbsp;&nbsp;&nbsp;&nbsp;6.298% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;&nbsp;&nbsp;6.259% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.185% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2033–11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.310% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.685% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;&nbsp;&nbsp;6.742% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.259% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.325% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.190% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.292% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.315% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.565% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.576% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.824% | &nbsp;&nbsp;&nbsp;&nbsp;6.659% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;&nbsp;&nbsp;6.825% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;6.455% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;6.705% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;&nbsp;&nbsp;6.458% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.782% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.835% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;6.590% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;&nbsp;&nbsp;6.909% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;&nbsp;&nbsp;5.641% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;6.523% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.068% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.414% | &nbsp;&nbsp;&nbsp;&nbsp;6.663% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.015% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.390% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;&nbsp;&nbsp;6.160% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;&nbsp;&nbsp;6.628% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;6.610% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;&nbsp;&nbsp;6.118% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;&nbsp;&nbsp;6.620% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;&nbsp;&nbsp;6.680% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;&nbsp;&nbsp;6.230% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.505% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.575% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.755% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040–3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.847% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.880% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;&nbsp;&nbsp;6.638% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;&nbsp;&nbsp;6.808% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.892% | &nbsp;&nbsp;&nbsp;&nbsp;6.641% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;6.349% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;6.525% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.785% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.843% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;&nbsp;&nbsp;6.960% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;&nbsp;&nbsp;5.897% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2038–12/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2038–8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2041–6/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2039–12/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **509** |
| **Total U.S. Government and Agency Obligations (Cost $3,738,658)** | **Total U.S. Government and Agency Obligations (Cost $3,738,658)** | **Total U.S. Government and Agency Obligations (Cost $3,738,658)** | **Total U.S. Government and Agency Obligations (Cost $3,738,658)** | **Total U.S. Government and Agency Obligations (Cost $3,738,658)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3532059** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.1%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.460% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.080% | &nbsp;&nbsp;&nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>2</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;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>2</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;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| <sup>2</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;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <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;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| <sup>2</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;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>2</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;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| <sup>2</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;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A1 Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A2 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2018-BNK11 | &nbsp;&nbsp;&nbsp;&nbsp;4.046% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK19 | &nbsp;&nbsp;&nbsp;&nbsp;3.183% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK20 | &nbsp;&nbsp;&nbsp;&nbsp;3.011% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;2.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.254% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK9 | &nbsp;&nbsp;&nbsp;&nbsp;3.538% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.255% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.231% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp;4.407% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK16 | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.714% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK22 | &nbsp;&nbsp;&nbsp;&nbsp;2.978% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.403% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK28 | &nbsp;&nbsp;&nbsp;&nbsp;1.844% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK29 | &nbsp;&nbsp;&nbsp;&nbsp;1.997% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK30 | &nbsp;&nbsp;&nbsp;&nbsp;1.925% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.036% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2023-BNK46 | &nbsp;&nbsp;&nbsp;&nbsp;5.745% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.518% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.435% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;4.217% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;2.851% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.649% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |

---

------

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</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.144% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BN32 | &nbsp;&nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK33 | &nbsp;&nbsp;&nbsp;&nbsp;2.556% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK34 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK35 | &nbsp;&nbsp;&nbsp;&nbsp;2.285% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.470% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK37 | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2022-BNK43 | &nbsp;&nbsp;&nbsp;&nbsp;4.399% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK47 | &nbsp;&nbsp;&nbsp;&nbsp;5.716% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 233 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 397 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.731% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.481% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;3.093% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;3.203% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.841% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 60 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.695% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2022-BNK39 | &nbsp;&nbsp;&nbsp;&nbsp;3.181% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 6 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.651% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class ASB Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.641% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 19 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class C Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</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;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 72 |
| <sup>2</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;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;6.656% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;6.724% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp;5.614% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;7.140% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;7.315% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.583% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.919% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust Class A Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp;5.946% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 335 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.639% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp;4.314% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C7 | &nbsp;&nbsp;&nbsp;&nbsp;2.037% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C8 | &nbsp;&nbsp;&nbsp;&nbsp;2.040% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C11 | &nbsp;&nbsp;&nbsp;&nbsp;2.322% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C12 | &nbsp;&nbsp;&nbsp;&nbsp;2.689% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C9 | &nbsp;&nbsp;&nbsp;&nbsp;2.299% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2022-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.946% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;5.451% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C22 | &nbsp;&nbsp;&nbsp;&nbsp;6.804% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C24 | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C26 | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C28 | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C30 | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 473 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2025-C35 | &nbsp;&nbsp;&nbsp;&nbsp;5.586% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2025-C39 | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 413 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |

---

------

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>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;6.070% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.973% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.296% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2025-C39 | &nbsp;&nbsp;&nbsp;&nbsp;5.492% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 82 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class B Series 2025-C39 | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Class A5 Series 2021-C10 | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 136 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A2 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;5.812% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;6.363% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V5 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2025-V15 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B5 | &nbsp;&nbsp;&nbsp;&nbsp;4.208% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.261% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B7 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.717% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B13 | &nbsp;&nbsp;&nbsp;&nbsp;2.952% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 266 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 322 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B3 | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.121% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 349 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.232% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B14 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 213 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp;2.928% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 216 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B9 | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.732% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.289% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.034% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B21 | &nbsp;&nbsp;&nbsp;&nbsp;1.978% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B22 | &nbsp;&nbsp;&nbsp;&nbsp;1.973% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 198 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.584% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.847% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B26 | &nbsp;&nbsp;&nbsp;&nbsp;2.613% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B28 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B29 | &nbsp;&nbsp;&nbsp;&nbsp;2.388% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B30 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 246 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B33 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B34 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B36 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;5.754% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2025-B41 | &nbsp;&nbsp;&nbsp;&nbsp;5.407% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 56 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.311% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.944% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.084% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2019-B11 | &nbsp;&nbsp;&nbsp;&nbsp;3.784% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.583% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 26 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B19 | &nbsp;&nbsp;&nbsp;&nbsp;2.148% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.909% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.274% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;6.537% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;7.097% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2025-B41 | &nbsp;&nbsp;&nbsp;&nbsp;5.754% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 27 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 419 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.739% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C8 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2025-5C13 | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.374% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.313% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C4 | &nbsp;&nbsp;&nbsp;&nbsp;5.117% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;5.765% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C6 | &nbsp;&nbsp;&nbsp;&nbsp;5.956% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C10 | &nbsp;&nbsp;&nbsp;&nbsp;5.478% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C9 | &nbsp;&nbsp;&nbsp;&nbsp;5.759% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2025-C11 | &nbsp;&nbsp;&nbsp;&nbsp;5.687% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2025-C13 | &nbsp;&nbsp;&nbsp;&nbsp;5.353% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;7.117% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 43 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C2 | &nbsp;&nbsp;&nbsp;&nbsp;7.244% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;6.162% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C7 | &nbsp;&nbsp;&nbsp;&nbsp;6.674% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;6.866% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2025-5C13 | &nbsp;&nbsp;&nbsp;&nbsp;5.575% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class B Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;7.018% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;12/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | &nbsp;&nbsp;&nbsp;&nbsp;2.874% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 133 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 54 |
| <sup>2</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;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 326 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.020% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2025-A3 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 420 |
| <sup>2</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;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 424 |
| <sup>2</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;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| <sup>2</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;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2</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;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</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;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</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;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>2</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;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.280% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.260% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.640% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.080% | &nbsp;&nbsp;&nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Select Receivables Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2025-P3 | &nbsp;&nbsp;&nbsp;&nbsp;4.040% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A4 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 118 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class B Series 2025-P4 | &nbsp;&nbsp;&nbsp;&nbsp;4.590% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 36 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp;2.724% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD2 | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.631% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 141 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.912% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 422 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A5 Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.456% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |

---

------

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>2,4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AM Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.709% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.833% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 27 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.332% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.213% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.572% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.711% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.160% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1262 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.646% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 82 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | &nbsp;&nbsp;&nbsp;&nbsp;3.762% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | &nbsp;&nbsp;&nbsp;&nbsp;3.314% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.902% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.471% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.009% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | &nbsp;&nbsp;&nbsp;&nbsp;3.038% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 259 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | &nbsp;&nbsp;&nbsp;&nbsp;3.616% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 214 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 102 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | &nbsp;&nbsp;&nbsp;&nbsp;4.579% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.764% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.918% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 41 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 33 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.770% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2017-COR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.510% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2018-COR3 | &nbsp;&nbsp;&nbsp;&nbsp;4.228% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 109 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 15 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;3.263% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 10 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2014-CR15 | &nbsp;&nbsp;&nbsp;&nbsp;3.913% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.329% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;2.805% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.392% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | &nbsp;&nbsp;&nbsp;&nbsp;4.224% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.053% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | &nbsp;&nbsp;&nbsp;&nbsp;4.033% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;3.076% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.833% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 34 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.798% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Class A4 Series 2018-C1 | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp;1.926% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class AM Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.561% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp;5.290% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |

---

------

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</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2025-5A | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2019-M21 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 25 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.626% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 3A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 77 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.092% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 44 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M11 | &nbsp;&nbsp;&nbsp;&nbsp;2.369% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 161 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.435% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 195 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M13 | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M3 | &nbsp;&nbsp;&nbsp;&nbsp;2.702% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 117 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.499% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.292% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 232 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.420% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 126 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.064% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M14 | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.861% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 87 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.573% | &nbsp;&nbsp;&nbsp;&nbsp;12/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 112 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.019% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 32 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.961% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M8 | &nbsp;&nbsp;&nbsp;&nbsp;3.061% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 323 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M13 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp; 140 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M14 | &nbsp;&nbsp;&nbsp;&nbsp;3.577% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp; 158 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.928% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 320 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M3 | &nbsp;&nbsp;&nbsp;&nbsp;3.074% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 41 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.067% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.030% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 86 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.354% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M1 | &nbsp;&nbsp;&nbsp;&nbsp;3.560% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 140 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.885% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp; 371 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 215 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.622% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 172 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M22 | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 327 | &nbsp;&nbsp; 312 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.610% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp; 248 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 179 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 173 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 189 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 894 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M14 | &nbsp;&nbsp;&nbsp;&nbsp;1.784% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 226 | &nbsp;&nbsp; 206 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M29 | &nbsp;&nbsp;&nbsp;&nbsp;1.492% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M42 | &nbsp;&nbsp;&nbsp;&nbsp;1.270% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M46 | &nbsp;&nbsp;&nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 220 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.210% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 99 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M52 | &nbsp;&nbsp;&nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 228 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.386% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 53 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M11 | &nbsp;&nbsp;&nbsp;&nbsp;1.457% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 196 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.598% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M19 | &nbsp;&nbsp;&nbsp;&nbsp;1.738% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 240 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.468% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M3G | &nbsp;&nbsp;&nbsp;&nbsp;1.245% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 197 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.668% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 283 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M10 | &nbsp;&nbsp;&nbsp;&nbsp;1.928% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 199 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.531% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M3 | &nbsp;&nbsp;&nbsp;&nbsp;1.707% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.290% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M8 | &nbsp;&nbsp;&nbsp;&nbsp;1.936% | &nbsp;&nbsp;&nbsp;&nbsp;12/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M1S | &nbsp;&nbsp;&nbsp;&nbsp;4.498% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M6 | &nbsp;&nbsp;&nbsp;&nbsp;4.181% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M8 | &nbsp;&nbsp;&nbsp;&nbsp;4.476% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class ATS2 Series 2017-M15 | &nbsp;&nbsp;&nbsp;&nbsp;3.158% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp; 207 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K-171 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K543 | &nbsp;&nbsp;&nbsp;&nbsp;4.329% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2030 | &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) |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K547 | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K761 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 705 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K548 | &nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K762 | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1507 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association-ACES Class A2 Series 2025-M4 | &nbsp;&nbsp;&nbsp;&nbsp;4.389% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.230% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 29 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.910% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.590% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 265 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class A1 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| <sup>2</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;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</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;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-168 | &nbsp;&nbsp;&nbsp;&nbsp;4.130% | &nbsp;&nbsp;&nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-169 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K759 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
| <sup>1,2</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;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>1,2</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;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 19 |
| <sup>1,2</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;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>1,2</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;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 39 |
| <sup>1,2</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;4/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 91 |
| <sup>1,2</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;7/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 42 |
| <sup>1,2</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;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 125 |
| <sup>1,2</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;8/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2</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;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
| <sup>1,2</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;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 433 | &nbsp;&nbsp; 430 |
| <sup>1,2</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;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>1,2</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;7/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 496 |
| <sup>1,2</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;8/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>1,2,4</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;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 192 |
| <sup>1,2,4</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;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>1,2</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;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| <sup>1,2</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;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2</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;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>1,2</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;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
| <sup>1,2,4</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;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>1,2</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;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| <sup>1,2</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;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2</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;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>1,2,4</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;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>1,2,4</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;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| <sup>1,2,4</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;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>1,2,4</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;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1708 |
| <sup>1,2,4</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;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| <sup>1,2,4</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;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
| <sup>1,2</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;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 389 | &nbsp;&nbsp; 388 |
| <sup>1,2</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;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| <sup>1,2</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;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>1,2</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;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>1,2</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;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 445 |
| <sup>1,2</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;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| <sup>1,2</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;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 394 | &nbsp;&nbsp; 384 |
| <sup>1,2</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;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
| <sup>1,2</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;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 265 |
| <sup>1,2</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;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 215 |
| <sup>1,2</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;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 428 |
| <sup>1,2</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;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 201 |

---

------

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>1,2</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;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 352 |
| <sup>1,2</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;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 333 |
| <sup>1,2</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;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| <sup>1,2</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;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 418 |
| <sup>1,2</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;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 88 |
| <sup>1,2</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;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1209 |
| <sup>1,2</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;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>1,2</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;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| <sup>1,2</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;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 385 |
| <sup>1,2</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;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>1,2</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;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>1,2</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;6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>1,2</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;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 286 |
| <sup>1,2</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;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>1,2</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;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 357 |
| <sup>1,2</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;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
| <sup>1,2</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;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| <sup>1,2</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;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| <sup>1,2</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;12/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>1,2</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;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 630 |
| <sup>1,2</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;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 228 |
| <sup>1,2</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;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 387 |
| <sup>1,2</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;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
| <sup>1,2</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;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 359 |
| <sup>1,2</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;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
| <sup>1,2</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;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 356 |
| <sup>1,2</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;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>1,2</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;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>1,2,4</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;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| <sup>1,2,4</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;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>1,2</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;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| <sup>1,2</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;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>1,2</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;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>1,2,4</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;7/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 669 |
| <sup>1,2,4</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;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 966 |
| <sup>1,2</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;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>1,2</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;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>1,2</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;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 199 |
| <sup>1,2</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;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 122 |
| <sup>1,2</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;5/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 178 |
| <sup>1,2</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;7/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| <sup>1,2</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;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| <sup>1,2</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;12/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| <sup>1,2</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;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>1,2</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;2/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| <sup>1,2</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;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| <sup>1,2</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;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
| <sup>1,2</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;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2,4</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;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>1,2,4</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;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>1,2</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;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| <sup>1,2,4</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;12/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>1,2,4</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;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>1,2,4</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;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>1,2,4</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;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>1,2,4</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;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>1,2</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;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| <sup>1,2</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;9/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 206 |
| <sup>1,2</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;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-175 | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 169 |
| <sup>1,2</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;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>1,2,4</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;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>1,2,4</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;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>1,2,4</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;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>1,2</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;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>1,2,4</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;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>1,2</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;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>1,2,4</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;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>1,2</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;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| <sup>1,2,4</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;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| <sup>1,2</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;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| <sup>1,2,4</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;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>1,2,4</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;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp; 126 |
| <sup>1,2,4</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;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| <sup>1,2,4</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;12/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>1,2</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;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>1,2</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;2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 59 |
| <sup>1,2</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;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp; 381 |
| <sup>1,2</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;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>1,2</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;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>1,2</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;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>1,2</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;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>1,2</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;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 90 |
| <sup>1,2</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;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>1,2</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;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| <sup>1,2,4</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;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>1,2</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;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>1,2</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;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>1,2</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;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>1,2,4</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;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>1,2</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;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| <sup>1,2,4</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;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 716 |
| <sup>1,2,4</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;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K763 | &nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>1,2</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;1/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 378 |
| <sup>1,2</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;3/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 212 |
| <sup>1,2</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;8/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 296 |
| <sup>1,2,4</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;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>1,2</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;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| <sup>1,2,4</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;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>1,2,4</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;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Class A2 Series K541 | &nbsp;&nbsp;&nbsp;&nbsp;4.348% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 658 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 92 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <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;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</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;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</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;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</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;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>2</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;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</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;11/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>2</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;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| <sup>2</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;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.433% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp;3.506% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS2 | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 258 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC39 | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC40 | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 259 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | &nbsp;&nbsp;&nbsp;&nbsp;3.048% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2014-GC22 | &nbsp;&nbsp;&nbsp;&nbsp;3.862% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;2.911% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp;2.377% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.012% | &nbsp;&nbsp;&nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.645% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.638% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &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>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.212% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;3.173% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 33 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp;4.431% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC26 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 41 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 32 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.040% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 136 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 114 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,4</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;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</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;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</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;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| <sup>2,4</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;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.639% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.598% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 56 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;4.202% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;4.226% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | &nbsp;&nbsp;&nbsp;&nbsp;4.505% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.951% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 26 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | &nbsp;&nbsp;&nbsp;&nbsp;4.029% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.669% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 160 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | &nbsp;&nbsp;&nbsp;&nbsp;2.180% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.484% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.713% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2029 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.880% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 270 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.690% | &nbsp;&nbsp;&nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>2</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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2</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;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 111 |
| <sup>2</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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</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;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| <sup>2</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;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2025-C35 | &nbsp;&nbsp;&nbsp;&nbsp;5.633% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| <sup>2</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;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,4</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;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class A4 Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;3.806% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.698% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 164 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | &nbsp;&nbsp;&nbsp;&nbsp;3.596% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.417% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;4.071% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | &nbsp;&nbsp;&nbsp;&nbsp;2.041% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 59 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | &nbsp;&nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | &nbsp;&nbsp;&nbsp;&nbsp;2.574% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | &nbsp;&nbsp;&nbsp;&nbsp;3.792% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.282% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 79 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.880% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.752% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.014% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class AS Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;6.199% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.020% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 159 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 77 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.160% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1012 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.430% | &nbsp;&nbsp;&nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.740% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 32 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2025-D | &nbsp;&nbsp;&nbsp;&nbsp;3.840% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2025-D | &nbsp;&nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.301% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.487% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.426% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.679% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | &nbsp;&nbsp;&nbsp;&nbsp;4.313% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | &nbsp;&nbsp;&nbsp;&nbsp;4.334% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | &nbsp;&nbsp;&nbsp;&nbsp;4.117% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.605% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | &nbsp;&nbsp;&nbsp;&nbsp;4.241% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | &nbsp;&nbsp;&nbsp;&nbsp;4.296% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.724% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.739% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.836% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 60 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2025-7 | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.020% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | &nbsp;&nbsp;&nbsp;&nbsp;2.652% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | &nbsp;&nbsp;&nbsp;&nbsp;2.807% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.317% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2024-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2025-5C7 | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.096% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.942% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 161 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.581% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | &nbsp;&nbsp;&nbsp;&nbsp;3.472% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.012% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp;4.184% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | &nbsp;&nbsp;&nbsp;&nbsp;4.442% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |

---

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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>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | &nbsp;&nbsp;&nbsp;&nbsp;2.092% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.453% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 190 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.418% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | &nbsp;&nbsp;&nbsp;&nbsp;4.212% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;2.892% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 256 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | &nbsp;&nbsp;&nbsp;&nbsp;2.725% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 155 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | &nbsp;&nbsp;&nbsp;&nbsp;2.448% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | &nbsp;&nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2024-C63 | &nbsp;&nbsp;&nbsp;&nbsp;5.309% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2025-C65 | &nbsp;&nbsp;&nbsp;&nbsp;5.292% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2025-5C7 | &nbsp;&nbsp;&nbsp;&nbsp;5.503% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.290% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.371% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp;4.080% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.080% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class C Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $113,284)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $113,284)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $113,284)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $113,284)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $113,284)** | &nbsp;&nbsp;&nbsp;**109329** |
| **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** | **Corporate Bonds (25.0%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 393 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 741 | &nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp; 289 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 699 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 402 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 542 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 472 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 557 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 392 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 723 | &nbsp;&nbsp; 626 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 581 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 717 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1264 | &nbsp;&nbsp; 846 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1148 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp; 665 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 728 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 416 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.425% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 862 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.464% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 516 | &nbsp;&nbsp; 630 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 468 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 731 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &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;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.384% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 392 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp; 750 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 861 | &nbsp;&nbsp; 647 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 648 | &nbsp;&nbsp; 621 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 488 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 | &nbsp;&nbsp; 1249 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |

---

------

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;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.969% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.709% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.476% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1159 | &nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1152 | &nbsp;&nbsp; 1106 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 739 | &nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 911 | &nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 91 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 153 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &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;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 377 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp; 796 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.103% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.665% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.895% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 777 |
| &nbsp;&nbsp;&nbsp;Telefonica Europe BV | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 797 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &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;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &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;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2359 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 772 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &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;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 709 | &nbsp;&nbsp; 732 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 506 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 667 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 386 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &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;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 377 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 341 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Verisign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &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;VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.680% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.355% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.272% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.862% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.522% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95611** |
| **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;12/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |

---

------

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;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 732 | &nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 613 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 329 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 362 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American University | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 474 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;California Endowment | &nbsp;&nbsp;&nbsp;&nbsp;2.498% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.321% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 746 | &nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | &nbsp;&nbsp;&nbsp;&nbsp;3.775% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Cornell University | &nbsp;&nbsp;&nbsp;&nbsp;4.835% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |

---

------

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;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 11 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 92 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.682% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.757% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.832% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.143% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.969% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.415% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.815% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.346% | &nbsp;&nbsp;&nbsp;&nbsp;12/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 623 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 718 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.815% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2027 | &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;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.798% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.303% | &nbsp;&nbsp;&nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp;9/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.054% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.532% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.869% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 473 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2027 | &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;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2028 | &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;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 417 |

---

------

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;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 664 | &nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 372 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 431 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;George Washington University | &nbsp;&nbsp;&nbsp;&nbsp;4.126% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;5.215% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 903 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.534% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.436% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.688% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.967% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.337% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Howard University | &nbsp;&nbsp;&nbsp;&nbsp;5.209% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.705% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2053 | &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;6/1/2027 | &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;6/15/2028 | &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;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;4.679% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;3.647% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &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;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 407 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/3/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;2.989% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &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;4/1/2052 | &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;6/1/2055 | &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;7/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.678% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2114 | &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;7/1/2116 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Mattel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2039 | &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) |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 361 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;3.662% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Polaris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.887% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.609% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Rockefeller Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 453 | &nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 743 | &nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.186% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.118% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2027 | &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;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &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;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Boston College | &nbsp;&nbsp;&nbsp;&nbsp;3.129% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Columbia University in the City of New York | &nbsp;&nbsp;&nbsp;&nbsp;4.355% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Dartmouth College | &nbsp;&nbsp;&nbsp;&nbsp;4.273% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;4.201% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;2.396% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2112 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;2.547% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;4.003% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &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;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.438% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.394% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.028% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.841% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;2.945% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2111 | &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;4/15/2054 | &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;4/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;1.482% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;2.402% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **87107** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2059 | &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;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1754 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |

---

------

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;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.439% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1051 | &nbsp;&nbsp; 903 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 599 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.935% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.557% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.259% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 481 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.462% | &nbsp;&nbsp;&nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.906% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.726% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.421% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.758% | &nbsp;&nbsp;&nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.081% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.931% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2054 | &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;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp; 554 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 383 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &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;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |

---

------

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;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 335 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 634 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Delhaize America LLC | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Diageo Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 406 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 550 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 367 | &nbsp;&nbsp; 364 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &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;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 376 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2051 | &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;3/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 666 |
| &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &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;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &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) |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
|  | &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;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 634 | &nbsp;&nbsp; 661 |
|  | &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;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 259 | &nbsp;&nbsp; 286 |
|  | &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;2/2/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 309 |
|  | &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;12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
|  | &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;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 136 |
| <sup>5</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;4/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
| <sup>5</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;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>5</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;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 431 |
| <sup>5</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;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| <sup>5</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;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &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;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &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;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &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;4/15/2032 | &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;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2040 | &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;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 381 | &nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |

---

------

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;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 634 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2027 | &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;11/1/2027 | &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;11/17/2027 | &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;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &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;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 423 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 748 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 189 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 414 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &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;4/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |

---

------

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;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/28/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2027 | &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;9/8/2028 | &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;9/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
| &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &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;12/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2030 | &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;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2047 | &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;6/29/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **77912** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
| &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.061% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.337% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.138% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &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;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &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;3.017% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.017% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |

---

------

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;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.234% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.699% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.633% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.721% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.893% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.772% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.379% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp;3.279% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.742% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 791 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.236% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.018% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 532 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.687% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 443 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.343% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 232 |

---

------

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;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 564 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 189 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/27/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 975 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 437 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 75 |

---

------

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;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 658 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 606 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2027 | &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;2/15/2027 | &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;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 384 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2060 | &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;8/16/2077 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2078 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 372 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |

---

------

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;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/8/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.440% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 609 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.995% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 367 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.114% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.327% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 676 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.452% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 382 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 589 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 447 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 487 | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 833 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 952 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 219 |

---

------

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;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 372 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 36 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 386 |
| &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &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;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &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;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp; 154 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 582 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2030 | &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;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 529 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 517 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.911% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.026% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.584% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.176% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &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;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &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;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;TC PipeLines LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.829% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.986% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.461% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 411 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |

---

------

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;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.638% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Viper Energy Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Viper Energy Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **99232** |
| **Financials (7.3%)** | **Financials (7.3%)** | **Financials (7.3%)** | **Financials (7.3%)** | **Financials (7.3%)** | **Financials (7.3%)** |
|  | &nbsp;&nbsp;&nbsp;ACE Capital Trust II | &nbsp;&nbsp;&nbsp;&nbsp;9.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &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;4/11/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &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;7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2028 | &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;10/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |

---

------

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;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 463 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 452 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 695 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 547 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.737% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.992% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2024 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.731% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.351% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.085% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.489% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.918% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1119 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.915% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.284% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.667% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 951 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.804% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.205% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 382 |
| &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &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;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |

---

------

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;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 672 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.011% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &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;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &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;6/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/11/2054 | &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;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &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;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &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;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2053 | &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;7/15/2054 | &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;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp;6.455% | &nbsp;&nbsp;&nbsp;&nbsp;8/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2027 | &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;12/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;&nbsp;8.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2040 | &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;12/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;7.883% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.552% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.379% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.607% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |

---

------

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;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.538% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;2.958% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.439% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.921% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.938% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.248% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 743 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.183% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 561 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.824% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp; 1245 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 664 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.593% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 795 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2028 | &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;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1334 | &nbsp;&nbsp; 1318 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.202% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.087% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1430 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 577 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.974% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.884% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.162% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1932 | &nbsp;&nbsp; 1995 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.496% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 698 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1863 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1352 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 845 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.015% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.288% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1495 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.872% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 729 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.518% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.464% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.482% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.110% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.846% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.244% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 280 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.676% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1203 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.831% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;Bank of America NA | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.717% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2028 | &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;7/21/2028 | &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;10/25/2028 | &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;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.317% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2029 | &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;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 617 |

---

------

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 New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.706% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1223 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.188% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2027 | &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;6/12/2028 | &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;8/1/2029 | &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;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.588% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.337% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.674% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.836% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.501% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.385% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.972% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.490% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.476% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.367% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;2.645% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.746% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.437% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1287 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.119% | &nbsp;&nbsp;&nbsp;&nbsp;6/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;3.564% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.785% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.860% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Barings BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Barings Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;BGC Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 530 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2031 | &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;11/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |

---

------

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;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &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;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.052% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Asset Management Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.795% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Asset Management Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.298% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance I UK plc / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.340% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.968% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.813% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;5.237% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2027 | &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;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 | &nbsp;&nbsp; 1358 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;6.092% | &nbsp;&nbsp;&nbsp;&nbsp;10/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 796 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.463% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.493% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.624% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &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;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.817% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 732 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.051% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.884% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.183% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Capital Southwest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Carlyle Secured Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Carlyle Secured Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.643% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2029 | &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;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.196% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.343% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.136% | &nbsp;&nbsp;&nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.914% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &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;12/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.920% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.914% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1238 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 474 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.070% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 989 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.668% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 895 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 575 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 462 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.980% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.542% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.976% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.666% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 468 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 750 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 463 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.503% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.520% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.785% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 572 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.827% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1092 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1217 | &nbsp;&nbsp; 1229 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp; 721 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.411% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 999 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 364 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.612% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.841% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.253% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.638% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.645% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &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;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.332% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.982% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.423% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.883% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.494% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp; 452 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Credit Suisse USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.706% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.720% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.819% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.547% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 952 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.729% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.742% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7.079% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;7.964% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enact Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Enstar Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2044 | &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;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;F&G Annuities & Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2030 | &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;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |

---

------

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;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6.339% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.772% | &nbsp;&nbsp;&nbsp;&nbsp;7/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.631% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.514% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 325 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Franklin BSP Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 278 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | &nbsp;&nbsp;&nbsp;&nbsp;6.345% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.482% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2029 | &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;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1230 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.727% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.049% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1537 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.692% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1444 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.207% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.851% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &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;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.939% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 1089 |

---

------

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;4.017% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.411% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.561% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.734% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 531 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/19/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Hercules Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 93 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2027 | &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;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 102 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.041% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.583% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.206% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.973% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.286% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.848% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.804% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.871% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.402% | &nbsp;&nbsp;&nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;8.113% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.547% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.399% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.719% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.790% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.741% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.133% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.332% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.208% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.272% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.709% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 227 |

---

------

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;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.487% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.141% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.871% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.552% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2028 | &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;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.017% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.066% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;6.114% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 520 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.525% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 689 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 371 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 451 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 995 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.782% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 624 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.571% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.979% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.505% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.509% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 569 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.915% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 597 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.203% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.299% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 530 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.452% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.012% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.581% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp; 2451 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.995% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.739% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1423 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.493% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1059 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1863 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.956% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1699 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.255% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.580% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 917 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.912% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1528 |

---

------

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;5.717% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1060 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 703 | &nbsp;&nbsp; 731 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.336% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.946% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp; 595 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 725 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 509 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 678 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 392 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.157% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 349 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.534% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 430 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.032% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 804 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.897% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 528 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;12/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 601 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.121% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.401% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Legg Mason Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/9/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.818% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.721% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;7.953% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.679% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 379 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.590% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.068% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.943% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.344% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.413% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.179% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.082% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |

---

------

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;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.385% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.986% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.404% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2054 | &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;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &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;9/15/2053 | &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;3/15/2054 | &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;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 665 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.677% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.287% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.341% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 393 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.961% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.354% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2028 | &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;3/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.242% | &nbsp;&nbsp;&nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.195% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.559% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.258% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.048% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 363 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp;4/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &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;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.133% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.406% | &nbsp;&nbsp;&nbsp;&nbsp;4/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.426% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.615% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.286% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.751% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.018% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2029 | &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;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.153% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.711% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.564% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.748% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.579% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.475% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.652% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.296% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp; 3375 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.772% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.123% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.449% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.133% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.407% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.431% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.656% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.042% | &nbsp;&nbsp;&nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.654% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.699% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.622% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.192% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.356% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.794% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.928% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.889% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.627% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.466% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.831% | &nbsp;&nbsp;&nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.320% | &nbsp;&nbsp;&nbsp;&nbsp;7/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.587% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.664% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 798 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.484% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.892% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.948% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.971% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.457% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.217% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 254 |

---

------

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;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.802% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2028 | &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;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.968% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.204% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.734% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 528 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.465% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;MSD Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2027 | &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;1/12/2028 | &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;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2028 | &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;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.901% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.534% | &nbsp;&nbsp;&nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.583% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.892% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.076% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.445% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 703 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.964% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.016% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.475% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.032% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.329% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.386% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.605% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.904% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.679% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.999% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.783% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;North Haven Private Income Fund LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.117% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.340% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oaktree Strategic Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.190% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |

---

------

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;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2028 | &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;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.582% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2029 | &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;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 400 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.492% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.222% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.037% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 275 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.068% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.939% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 633 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 486 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.676% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 274 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.575% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 834 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.935% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &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;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Regions Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.722% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &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;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &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;6/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2027 | &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;1/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2027 | &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;1/12/2028 | &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;10/18/2028 | &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;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.498% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.969% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.153% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.696% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &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;8/15/2060 | &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;3/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.490% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.499% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &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;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.342% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.694% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.136% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;SiriusPoint Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2029 | &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;3/11/2029 | &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;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &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;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.782% | &nbsp;&nbsp;&nbsp;&nbsp;11/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.993% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.141% | &nbsp;&nbsp;&nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.834% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.623% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.821% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.159% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.031% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.784% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.364% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.544% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.944% | &nbsp;&nbsp;&nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.902% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 456 |

---

------

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;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1762 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.710% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.454% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.954% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.776% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.558% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.296% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.796% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;5.019% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Synovus Bank / Columbus GA | &nbsp;&nbsp;&nbsp;&nbsp;5.957% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.168% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.108% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.156% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.861% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.523% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 760 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.298% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 353 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.928% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;TPG Operating Group II LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 29 |
| &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.873% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2488 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.161% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.435% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.916% | &nbsp;&nbsp;&nbsp;&nbsp;7/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.867% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.711% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;4.864% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.775% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.384% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 669 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.046% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.083% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.677% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 237 |

---

------

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;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 363 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.678% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.491% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 281 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 349 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.707% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 536 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.808% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 986 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 280 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.303% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1046 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.879% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1237 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.244% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.478% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1258 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.897% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 990 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 989 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.557% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 367 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.491% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1068 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.211% | &nbsp;&nbsp;&nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.892% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1495 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.068% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 465 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 968 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.013% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1600 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.611% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 344 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.254% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 455 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.953% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.405% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.668% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.618% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp;7/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &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;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;6.816% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **377735** |
| **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;1.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &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;3/15/2028 | &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;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;4.742% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.430% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &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;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &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;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.387% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.008% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &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;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.024% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |

---

------

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;3/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.770% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.294% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.923% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.106% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.945% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;2.338% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;3.181% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.272% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.539% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.132% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;1.777% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.185% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.839% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.693% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.874% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp;6/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.823% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.957% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.685% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.669% | &nbsp;&nbsp;&nbsp;&nbsp;6/6/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.302% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 95 |

---

------

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;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 407 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2031 | &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;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.115% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.585% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &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;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;CHRISTUS Health | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;5.623% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;4.378% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.352% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.205% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.318% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.825% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 76 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.817% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |

---

------

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;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.187% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.548% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Community Health Network Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.099% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.304% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 574 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp; 680 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 967 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 632 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp; 1353 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | &nbsp;&nbsp;&nbsp;&nbsp;4.178% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;5.267% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 498 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 486 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 593 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 304 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 694 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 385 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |

---

------

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;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.905% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &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;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 30 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Iowa Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.837% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 379 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.266% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &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;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.774% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.196% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.386% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.626% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &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;1/1/2050 | &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;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 417 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Methodist Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.705% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 185 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.246% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.024% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2056 | &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;8/1/2060 | &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;8/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.637% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.318% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2031 | &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;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | &nbsp;&nbsp;&nbsp;&nbsp;2.667% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 6 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.784% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.380% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;&nbsp;&nbsp;2.510% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.042% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.475% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.089% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.335% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.855% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.218% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 1061 | &nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.369% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |

---

------

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;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Rush System for Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Seattle Children's Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;2.032% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.894% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care | &nbsp;&nbsp;&nbsp;&nbsp;3.795% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.537% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;4.091% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.361% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.547% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &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;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 619 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.025% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Takeda US Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
| &nbsp;&nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;&nbsp;&nbsp;2.328% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2026 | &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;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.977% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 892 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.473% | &nbsp;&nbsp;&nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.794% | &nbsp;&nbsp;&nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.894% | &nbsp;&nbsp;&nbsp;&nbsp;10/7/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Trinity Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 385 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 871 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 586 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 391 |

---

------

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;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;UPMC | &nbsp;&nbsp;&nbsp;&nbsp;5.035% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;WakeMed | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.813% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/19/2030 | &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;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &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;2/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2043 | &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;9/12/2047 | &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;8/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **145064** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |

---

------

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;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;American Airlines Class A Series 2021-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 272 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class A Series 2025-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2015-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.575% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 85 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-3 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2017-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.259% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.298% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 907 | &nbsp;&nbsp; 932 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.388% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.528% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.705% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1665 | &nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.858% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.008% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2041 | &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;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2045 | &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;8/1/2046 | &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;6/15/2047 | &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;6/15/2048 | &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;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &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;1/15/2053 | &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;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &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;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2030 | &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;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2048 | &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;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.493% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.722% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.377% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.577% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2027 | &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;1/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &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;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2064 | &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;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2027 | &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;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 187 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2068 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Deere Funding Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 121 |
| <sup>2</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;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/23/2052 | &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;2/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/21/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 127 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Express Corp. Pass Through Trusts Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 366 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.418% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |

---

------

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;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.043% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.353% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.749% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.176% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/2027 | &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;3/5/2027 | &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;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2027 | &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;9/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2028 | &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;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2028 | &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;7/14/2028 | &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;3/7/2029 | &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;6/11/2029 | &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;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &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;7/2/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/19/2029 | &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;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Kennametal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |

---

------

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;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.854% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.054% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/31/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.070% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;MasTec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 570 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.942% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 554 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.155% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2121 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 327 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.293% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.565% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.131% | &nbsp;&nbsp;&nbsp;&nbsp;9/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.112% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.362% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 372 | &nbsp;&nbsp; 385 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 405 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 716 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 682 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp; 670 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |

---

------

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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.820% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.030% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Holdco Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &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;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.891% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.839% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.973% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 178 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2019-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 67 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2023-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 219 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 113 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2024-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2033 | &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;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/3/2053 | &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;5/14/2055 | &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;5/22/2064 | &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;5/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2028 | &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;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &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;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2027 | &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;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &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;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &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;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &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;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &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;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2050 | &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;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/29/2030 | &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;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95331** |
| **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;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Amcor Finance USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.690% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804 |
| &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |

---

------

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;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Barrick Mining Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2028 | &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;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2030 | &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;2/21/2032 | &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;2/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 100 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.725% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Eagle Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &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;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Gerdau Trade Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2028 | &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;9/26/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;LYB International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &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;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 579 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2095 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.979% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 323 |

---

------

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;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &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;11/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2028 | &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;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.438% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.777% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock Financing DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1206 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock Financing DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.185% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp; 944 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/8/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Suzano Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;WestRock MWV LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |

---

------

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;Yamana Gold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **40431** |
| **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;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Agree LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &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;10/1/2034 | &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;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &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;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.409% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2034 | &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;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &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;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322 |

---

------

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;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 626 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Essential Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &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;6/15/2029 | &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;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 416 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &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;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &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;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &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;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 219 |

---

------

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;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &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;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &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;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &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;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.094% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &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;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &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;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2030 | &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;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &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;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2032 | &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;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2041 | &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;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &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;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **47230** |
| **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;10/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2028 | &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;1/17/2030 | &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;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2035 | &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;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &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;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2027 | &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;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |

---

------

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;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Atlassian Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &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;8/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp; 429 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp; 1870 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 844 | &nbsp;&nbsp; 832 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 642 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/26/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 32 |

---

------

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;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &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;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &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;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &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;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg Sarl / Genpact USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Genpact UK Finco plc / Genpact USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 189 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 695 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2045 | &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;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2041 | &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;2/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 583 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp; 404 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 355 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp; 448 |

---

------

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;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &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;1/15/2028 | &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;2/6/2028 | &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;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 441 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2049 | &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;5/15/2050 | &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;2/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 916 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.327% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.477% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 673 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 616 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 448 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 | &nbsp;&nbsp; 811 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 602 |

---

------

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;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 944 | &nbsp;&nbsp; 541 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.041% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 961 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2060 | &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;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 451 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp; 370 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp; 381 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 402 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 507 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 466 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1159 | &nbsp;&nbsp; 1039 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 551 | &nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 852 | &nbsp;&nbsp; 763 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 282 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 588 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 363 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 543 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp; 485 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 709 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 521 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 374 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 378 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 714 | &nbsp;&nbsp; 610 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |

---

------

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;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &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;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &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;4/1/2028 | &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;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &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;3/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/18/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Xilinx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **96971** |
| **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;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.593% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2045 | &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;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &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;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2050 | &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;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |

---

------

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;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2048 | &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;9/15/2049 | &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;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Basin Electric Power Cooperative | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &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;1/15/2049 | &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;10/15/2050 | &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;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &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;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &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;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.973% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &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;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2055 | &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;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &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;4/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &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;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &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;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &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;3/15/2055 | &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;11/15/2057 | &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;5/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 18 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 68 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Dayton Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |

---

------

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;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &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;12/1/2028 | &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;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &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;4/15/2038 | &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;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas SC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.898% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2082 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 406 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.538% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 136 |

---

------

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 Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &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;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2046 | &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;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &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;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.295% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.799% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.566% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.276% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.351% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Evergy Missouri West Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &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;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &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;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &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;3/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.004% | &nbsp;&nbsp;&nbsp;&nbsp;2/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2039 | &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;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &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) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 236 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 56 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.809% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | &nbsp;&nbsp;&nbsp;&nbsp;5.803% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/7/2031 | &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;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.023% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &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;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.685% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2077 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2079 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2028 | &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;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &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;6/1/2036 | &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;7/1/2037 | &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;11/1/2039 | &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;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &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;5/15/2053 | &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;3/15/2054 | &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;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.176% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &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;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &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;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 36 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2047 | &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;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2052 | &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;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 787 |
| &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |

---

------

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;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.256% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.231% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.529% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.594% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.022% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.263% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.722% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.212% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.099% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &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;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &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;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 281 |

---

------

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;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2039 | &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;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2031 | &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;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2053 | &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;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &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;5/15/2029 | &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;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2034 | &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;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &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;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2054 | &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;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &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;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.274% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.685% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.598% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.697% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.341% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.112% | &nbsp;&nbsp;&nbsp;&nbsp;12/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &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;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2054 | &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;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 32 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2041 | &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;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 318 |

---

------

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;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/29/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Spire Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Spire Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Spire Missouri Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &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;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.450% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &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;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.877% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.796% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |

---

------

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 Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **127946** |
| **Total Corporate Bonds (Cost $1,360,093)** | **Total Corporate Bonds (Cost $1,360,093)** | **Total Corporate Bonds (Cost $1,360,093)** | **Total Corporate Bonds (Cost $1,360,093)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1290570** |
| **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;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/4/2027 | &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;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2027 | &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;3/14/2028 | &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;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| &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; 201 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2027 | &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;1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2027 | &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;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/2030 | &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;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/2029 | &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;3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |

---

------

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;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 357 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 907 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 | &nbsp;&nbsp; 1544 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 796 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1422 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1462 | &nbsp;&nbsp; 1512 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 342 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 446 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 441 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 402 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 609 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2027 | &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;7/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 865 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 681 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp; 843 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 491 | &nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &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;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/17/2027 | &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;2/15/2028 | &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;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 873 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1406 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 654 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1396 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1428 | &nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 955 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1324 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp; 1419 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 724 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Israel Government Aid Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2027 | &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;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 786 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;7/19/2028 | &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;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 400 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 101 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2027 | &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;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 556 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1711 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 425 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 803 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 493 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 549 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 755 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2029 | &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;9/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 164 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2030 | &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;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp; 990 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &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;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 704 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 258 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 122 |

---

------

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;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 711 | &nbsp;&nbsp; 710 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtsch. Rentenbank Govt Guarant 10/30 3.625 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp; 420 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 277 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/2029 | &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;5/28/2030 | &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;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;8/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 343 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/21/2027 | &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;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2028 | &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;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &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;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 228 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 254 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 468 | &nbsp;&nbsp; 475 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 494 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 236 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 275 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/18/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 654 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp;4/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp; 415 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/2028 | &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;11/15/2028 | &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;4/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 840 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1080 |

---

------

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;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 277 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;9/21/2071 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;9/23/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;4/15/2070 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/17/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;2.252% | &nbsp;&nbsp;&nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 234 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 431 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;4/29/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 233 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp;7/23/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.844% | &nbsp;&nbsp;&nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.783% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 831 |

---

------

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 Peru | &nbsp;&nbsp;&nbsp;&nbsp;1.862% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/14/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.230% | &nbsp;&nbsp;&nbsp;&nbsp;7/28/2121 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.170% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.457% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.648% | &nbsp;&nbsp;&nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.609% | &nbsp;&nbsp;&nbsp;&nbsp;4/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;7/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/2/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;5/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp;9/5/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/2120 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;8/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Toronto Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 426 |

---

------

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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 668 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;2.659% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 534 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;8.300% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp; 929 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 698 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 523 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;9/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 441 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 701 | &nbsp;&nbsp; 710 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 773 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 417 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;1/11/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp; 629 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;8/14/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 533 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 629 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.338% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 571 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 484 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 492 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/12/2110 | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp; 286 |
| **Total Sovereign Bonds (Cost $173,471)** | **Total Sovereign Bonds (Cost $173,471)** | **Total Sovereign Bonds (Cost $173,471)** | **Total Sovereign Bonds (Cost $173,471)** | &nbsp;&nbsp;&nbsp;**167829** |
| **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** |
| &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | &nbsp;&nbsp;&nbsp;&nbsp;8.084% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | &nbsp;&nbsp;&nbsp;&nbsp;7.499% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2050 | &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;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.043% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.907% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.126% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Board of Regents of the University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.794% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Board of Regents of the University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.354% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Board of Regents of the University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.439% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;California Earthquake Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.603% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 765 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 438 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.899% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2047 | &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;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.183% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |

---

------

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;Central Puget Sound Regional Transit Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2039 | &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;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.472% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.572% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Clark County Department of Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2045 | &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;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | &nbsp;&nbsp;&nbsp;&nbsp;3.864% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;5.456% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.731% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2032 | &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;11/15/2034 | &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;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Dallas Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.022% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.088% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2042 | &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;11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &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;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.814% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;East Bay Municipal Utility District Water System Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &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;3/15/2029 | &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;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.637% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.055% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.115% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.214% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.236% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp; 1346 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;6.630% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2035 | &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;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &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;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.985% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.618% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2040 | &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;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles Department of Water & Power Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.603% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;4.145% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.048% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &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;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.942% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.197% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &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;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.462% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Water Reclamation District of Greater Chicago GO | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |

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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;Miami-Dade County Seaport Department Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.224% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2055 | &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;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.384% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.496% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.165% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Mississippi GO | &nbsp;&nbsp;&nbsp;&nbsp;5.245% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2034 | &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;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.652% | &nbsp;&nbsp;&nbsp;&nbsp;8/15/2057 | &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;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.665% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2043 | &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;5/1/2119 | &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;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2040 | &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;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.952% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2042 | &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;6/15/2042 | &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;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.882% | &nbsp;&nbsp;&nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2037 | &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;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.559% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.828% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.392% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.628% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/2039 | &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;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.718% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2049 | &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;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Ohio Turnpike & Infrastructure Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.216% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | &nbsp;&nbsp;&nbsp;&nbsp;5.892% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp;5.528% | &nbsp;&nbsp;&nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 27 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.424% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Economic Development Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.689% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.790% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - Texas A&M University System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.376% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2047 | &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;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2046 | &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;9/1/2048 | &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;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2065 | &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;8/1/2069 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | &nbsp;&nbsp;&nbsp;&nbsp;2.543% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.844% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.818% | &nbsp;&nbsp;&nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2048 | &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;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.469% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.569% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;San Diego County Water Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.138% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2049 | &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;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;San Jose Redevelopment Agency Successor Agency Tax Increment/Allocation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.454% | &nbsp;&nbsp;&nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.705% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.526% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
|  | &nbsp;&nbsp;&nbsp;State Public School Building Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.178% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;4.681% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.169% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &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;12/31/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 140 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Tucson AZ COP | &nbsp;&nbsp;&nbsp;&nbsp;2.856% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;United Nations Development Corp. Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.536% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.316% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.614% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.071% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp;5/15/2112 | &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;5/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &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;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 374 |
|  | &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;5/15/2049 | &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;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 87 |
|  | &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;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
|  | &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;5/15/2120 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.437% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.562% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.454% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Facilities Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.037% | &nbsp;&nbsp;&nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 47 |
|  | &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;9/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.179% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Williamsburg Economic Development Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.957% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;3.154% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| **Total Taxable Municipal Bonds (Cost $25,242)** | **Total Taxable Municipal Bonds (Cost $25,242)** | **Total Taxable Municipal Bonds (Cost $25,242)** | **Total Taxable Municipal Bonds (Cost $25,242)** | **Total Taxable Municipal Bonds (Cost $25,242)** | &nbsp;&nbsp;&nbsp;&nbsp;**22871** |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** |
| **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** | **Money Market Fund (1.1%)** |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**58,833**) | &nbsp;&nbsp;&nbsp;&nbsp;3.780% | &nbsp;&nbsp;&nbsp;&nbsp;588331 | &nbsp;&nbsp; **58833** |
| **Total Investments (100.2%) (Cost $5,469,581)** | **Total Investments (100.2%) (Cost $5,469,581)** | **Total Investments (100.2%) (Cost $5,469,581)** | **Total Investments (100.2%) (Cost $5,469,581)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5181491** |
| **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;**(11459)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5170032** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | 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. |
| 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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2025. |
| 4 | 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. |
| 5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2025, the aggregate value was $8,983, representing 0.2% of net assets. |
| 6 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 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 Build America Mutual Assurance Co. |
| 15 | 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. |

---

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

------

Total Bond Market Index Portfolio

Statement of Assets and Liabilities

As of December 31, 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 $5,410,748) | 5122658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $58,833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58833 |
| Total Investments in Securities | 5181491 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31497 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42183 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 |
| **Total Assets** | **5258353** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84770 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**88321** |
| **Net Assets** | **5170032** |
| **At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 5454208 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(284176) |
| **Net Assets** | **5170032** |
| **Net Assets** |  |
| **Applicable to 478,563,862 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **5170032** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.80** |

---

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

------

Total Bond Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 186969 |
| Total Income | 186969 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6791 |
| **Net Investment Income** | **180178** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (26141) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) |
| **Realized Net Gain (Loss)** | **(26171)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **173575** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **327582** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,591, $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.

------

Total Bond Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;180178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153048 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(26171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34262) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;173575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67589) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;327582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51197 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(161993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122274) |
| **Capital Share Transactions** |  |  |
| Issued | 1037449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859586 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;161993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122274 |
| Redeemed | &nbsp;&nbsp;&nbsp;(777080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(651191) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;422362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330669 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;587951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259592 |
| **Net Assets** |  |  |
| **Beginning of Period** | **4582081** | &nbsp;&nbsp;&nbsp;&nbsp;**4322489** |
| **End of Period** | **5170032** | &nbsp;&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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &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** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.392 | &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 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.318 | &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) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.710 | &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) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&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) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.104) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&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) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.80** | &nbsp;&nbsp;&nbsp;**$10.46** | &nbsp;&nbsp;&nbsp;**$10.63** | &nbsp;&nbsp;&nbsp;**$10.32** | &nbsp;&nbsp;&nbsp;**$12.22** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**6.94%** | &nbsp;&nbsp;&nbsp;**1.24%** | &nbsp;&nbsp;&nbsp;**5.58%** | &nbsp;&nbsp;&nbsp;**-13.21%** | &nbsp;&nbsp;&nbsp;**-1.72%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$5170 | &nbsp;&nbsp;&nbsp;$4582 | &nbsp;&nbsp;&nbsp;$4322 | &nbsp;&nbsp;&nbsp;$3972 | &nbsp;&nbsp;&nbsp;$4871 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;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% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.72% | &nbsp;&nbsp;&nbsp;3.44% | &nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;2.30% | &nbsp;&nbsp;&nbsp;1.85% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;45% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;42% | &nbsp;&nbsp;&nbsp;69% |

---

---

| | |
|:---|:---|
| 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 12%, 10%, 8%, 12%, and 33%, 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. The portfolio may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the portfolio and may be offset by entering into an equal amount of TBA purchases. 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 year ended December 31, 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.

The portfolio had no open futures contracts at December 31, 2025.

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.

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Total Bond Market Index Portfolio

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

7. Credit Facilities and Interfund Lending Program: The 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 year ended December 31, 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.

Effective January 12, 2026, Vanguard provides investment advisory services to the portfolio through its wholly owned subsidiary Vanguard Capital Management, LLC. The portfolio's expense ratios and investment objectives remain unchanged.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2025, the portfolio had contributed to Vanguard capital in the amount of $122,000, 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. 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 December 31, 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;3532059 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3532059 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;109329 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;109329 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1290570 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1290570 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;167829 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;167829 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22871 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22871 |
| Temporary Cash Investments | 58833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58833 |
| Total | 58833 | &nbsp;&nbsp;&nbsp;5122658 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5181491 |

---

**D.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. Examples of permanent differences include, but are not limited to, the accounting for passive foreign investment companies, in-kind redemptions, swap agreements, and
distributions in connection with fund share redemptions.

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Total Bond Market Index Portfolio

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. Examples of temporary differences include, but are not limited to, capital loss carryforwards, the deferral of losses from wash sales, the recognition of unrealized gains or losses from certain derivative contracts, and the recognition of unrealized gains from passive foreign investment companies. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;165455 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(299464) |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(150167) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;(284176) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2025<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;161993 | &nbsp;&nbsp;&nbsp;&nbsp;122274 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;161993 | &nbsp;&nbsp;&nbsp;&nbsp;122274 |

---

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

As of December 31, 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;5480955 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44876 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(344340) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(299464) |

---

**E.** During the year ended December 31, 2025, the portfolio purchased $376,062,000 of investment securities and sold $302,287,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $2,217,304,000 and $1,861,660,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;98310 | &nbsp;&nbsp;&nbsp;&nbsp;82002 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;15652 | &nbsp;&nbsp;&nbsp;&nbsp;11929 |
| Redeemed | (73583) | &nbsp;&nbsp;(62450) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;40379 | &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

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Total Bond Market Index Portfolio

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 other subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure
in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Variable Insurance Funds and Shareholders of Vanguard Variable Insurance Funds Total Bond Market Index Portfolio

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Total Bond Market Index Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2025 the related statement of operations for the year ended December 31, 2025, the statement of changes in net assets for each of the two years in the period ended December 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2025 and the financial highlights for each of the five years in the period ended December 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2025 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 19, 2026

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $77,850,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690TBM 022026

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**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies.**

Not applicable.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies.**

Not applicable.

**Item 10: Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.**

Not applicable. The Trustees' Fees and Expenses are included in the financial statements filed under Item 7 of this Form

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contracts.**

**Trustees Approve Advisory Arrangement - VVIF Balanced Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Balanced Portfolio has renewed the portfolio's investment advisory arrangement with Wellington Management Company LLP (Wellington Management). The trustees determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangement. Rather, it was the totality of the circumstances that drove the trustees' decision.

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

The trustees reviewed the quality of the portfolio's investment management services over both the short and long term; it also took into account the organizational depth and stability of the advisor. The trustees considered that Wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. The portfolio managers leverage tenured teams of equity and fixed income research analysts who conduct detailed fundamental analysis of their respective industries and companies. In managing the equity portion of the portfolio, the advisor employs a bottom-up, fundamental research approach focusing on high-quality companies with above-average yields, strong balance sheets, sustainable competitive advantages, and attractive valuations. In managing the fixed income portion of the portfolio, the advisor focuses on investment-grade corporate bonds. The firm has advised the portfolio since its inception in 1991.

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

**Investment performance**

The trustees 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 trustees concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The trustees 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 fee rate was also below the peer-group average.

The trustees did not consider the profitability of Wellington Management in determining whether to approve the advisory fee, because Wellington Management is independent of Vanguard and the advisory fee is the result of arm's-length negotiations.

**The benefit of economies of scale**

The trustees concluded that the portfolio's shareholders benefit from economies of scale because of breakpoints in the portfolio's advisory fee schedule. The breakpoints reduce the effective rate of the fee as the portfolio's assets increase.

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

**Trustees Approve Advisory Arrangement - VVIF Capital Growth Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Capital Growth Portfolio has renewed the portfolio's investment advisory arrangement with PRIMECAP Management Company (PRIMECAP). The board determined that renewing the portfolio's advisory arrangement 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 (OMS), which is responsible for fund and advisor oversight and product management. OMS 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 OMS. 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 OMS'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 PRIMECAP, founded in 1983, is recognized for its long-term approach to equity investing. Five experienced portfolio managers are responsible for separate sub-portfolios, and each portfolio manager employs a fundamental, research-driven approach in seeking to identify companies with long-term growth potential that the market has yet to appreciate. The multi-counselor approach that the advisor employs is designed to emphasize individual decision-making and enable the portfolio managers to invest only in their highest-conviction ideas. PRIMECAP's fundamental research focuses on developing opinions independent from Wall Street's consensus and maintaining a long-term horizon. The firm has managed the portfolio since its inception in 2002.

The board concluded that the advisor'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 fee rate was also below the peer-group average.

The board did not consider the profitability of PRIMECAP in determining whether to approve the advisory fee, because PRIMECAP is independent of Vanguard and the advisory fee is the result of arm's-length negotiations.

**The benefit of economies of scale**

The board concluded that the portfolio realizes economies of scale that are built into the negotiated advisory fee rate without any need for asset-level breakpoints. The advisory fee rate is very low relative to the average rate paid by funds in the portfolio's peer group.

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

**Trustees Approve Advisory Arrangements - VVIF Diversified Value Portfolio**

At their November 2025 meeting, a majority of independent trustees of the board of Vanguard Variable Insurance Funds Diversified Value Portfolio renewed the portfolio's investment advisory arrangement with Hotchkis and Wiley Capital Management, LLC (Hotchkis and Wiley) and, subsequently, approved a restructuring of the portfolio's advisory arrangements whereby Lazard Capital Management LLC was removed as advisor and Harris Associates LP (Harris \| Oakmark) and Aristotle Capital Management, LLC (Aristotle Capital). The trustees determined that the renewal and restructuring of the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangements. Rather, it was the totality of the circumstances that drove the trustees' decisions.

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

The trustees considered the quality of the investment management services provided by Hotchkis and Wiley since its portfolio inception in 2019, and the services to be provided by Harris \| Oakmark and Aristotle Capital. The trustees took into account the organizational depth and stability of each advisor, and considered the following:

**Hotchkis and Wiley.** Founded in 1980, Hotchkis and Wiley is a value-oriented firm that manages various large-, mid-, and small-cap portfolios. Hotchkis and Wiley invests in companies where it believes that the present value of future cash flows exceeds the market price. The firm believes that the market frequently undervalues companies because of the extrapolation of current trends, while capital flows normally cause a company's returns and profitability to normalize over the long term. Hotchkis and Wiley seeks to identify these companies with a disciplined, bottom-up research process. The portfolio managers leverage the support of a broad analyst team, which is organized into sector teams in an effort to better understand the impact that industry dynamics and macroeconomic risk factors might have on individual companies. Hotchkis and Wiley has managed a portion of the portfolio since 2019.

**Harris \| Oakmark** **.** Founded in 1976, Harris \| Oakmark is an investment advisory firm who serves individuals and institutions. The team's investment approach is focused on value investing, leveraging a broad but consistent value philosophy along with a rigorous process of research and debate to deliver performance over all time horizons.

**Aristotle Capital.** Aristotle Capital is an investment advisory firm founded in 2010 and is independently owned by its employees and the board of managers. The firm provides investment management services to clients across a variety of value equity strategies, including domestic, international and global. Aristotle Capital has employed the same research-driven, long-term, quality-value philosophy, which has proven resilient in down markets while maintained healthy upside potential, for more than 20 years. The team has also successfully operated a large-capitalization value strategy for Vanguard Windsor II Fund since 2019.

The trustees concluded that each advisor's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangements.

**Investment performance**

The trustees considered the performance of Hotchkis and Wiley, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The trustees concluded that the performance was such that the advisory arrangement should continue.

The trustees also considered the performance of other funds and portfolios managed by Harris \| Oakmark and Aristotle Capital, and concluded that each advisor has a track record of successfully managing their respective strategies to be employed by the fund.

**Cost**

The trustees 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 fee rate was also below the peer-group average, and that the fund's expense ratio and advisory fee rate will remain below the peer group averages with the restructuring of the advisory arrangements.

The trustees did not consider the profitability of Hotchkis and Wiley, Harris \| Oakmark and Aristotle Capital in determining whether to approve the advisory fees, because the firms are independent of Vanguard and the advisory fees are the result of arm's-length negotiations.

**The benefit of economies of scale**

The trustees concluded that the portfolio will realize economies of scale that are built into the advisory fee rates negotiated with Hotchkis and Wiley, Harris \| Oakmark and Aristotle Capital, respectively, without any need for asset-level breakpoints. The advisory fee rates are very low relative to the average rate paid by funds in the portfolio's peer group.

The trustees will consider whether to renew the advisory arrangement with Hotchkis and Wiley again after a one-year period, and the arrangements with Harris \| Oakmark and Aristotle Capital again within a two-year period.

**Trustees Approve Advisory Arrangements - VVIF Equity Income Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Equity Income Portfolio has renewed the portfolio's investment advisory arrangement with Wellington Management Company LLP (Wellington Management), and approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the a portion of the portfolio through its subsidiary, Vanguard Portfolio Management LLC (VPM). The trustees determined that renewing the portfolio's advisory arrangement with Wellington Management and approving the arrangement with VPM was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangements. Rather, it was the totality of the circumstances that drove the trustees' decisions.

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

The trustees 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 each advisor. The trustees considered that wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. Utilizing fundamental research, Wellington Management seeks to build a portfolio with an above-market yield, superior growth rate, and very attractive valuation. While every company purchased for the portfolio will pay a dividend, the goal is to build a portfolio with an above-market yield in aggregate, allowing for individual companies with below-market yields. Normalized earnings, normalized price-to-earnings ratios, and improving returns on capital are key to the research process. The firm has advised a portion of the portfolio since 2003.

The trustees also considered the quality of the investment management services to be provided to the portfolio by VPM, and took into account the organizational depth and stability of Vanguard and VPM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Quantitative Equity Group, now within VPM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Quantitative Equity Group seeks to generate consistent, risk-controlled alpha through quantitative models that emphasize securities with attractive valuations, good business models, solid growth prospects, and positive market sentiment.

The trustees concluded that each advisor's experience, stability, depth, and performance, among other factors, warranted continuation and approval of, respectively, the advisory arrangements.

**Investment performance**

The trustees considered the short- and long-term performance of Wellington Management, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The trustees concluded that the performance was such that the advisory arrangement should continue. The trustees also determined that VPM's Quantitative Equity Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**Cost**

The trustees 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 fee rate was also below the peer-group average, and would remain below the peer-group average expense ratios with the approval of the arrangement with VPM.

The trustees did not consider the profitability of Wellington Management in determining whether to approve the advisory fee, because Wellington Management is independent of Vanguard and the advisory fee is the result of arm's-length negotiations. The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VPM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The trustees concluded that the portfolio realizes economies of scale that are built into the advisory fee rate negotiated with Wellington Management without any need for asset-level breakpoints. Wellington Management's advisory fee rate is very low relative to the average rate paid by funds in the portfolio's peer group. The trustees also concluded that the portfolio's arrangement with Vanguard, and services rendered through VPM, ensures the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

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

**Trustees Approve Advisory Arrangement - VVIF Growth Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Growth Portfolio has renewed the portfolio's investment advisory arrangement with Wellington Management Company LLP (Wellington Management). The trustees determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangement. Rather, it was the totality of the circumstances that drove the trustees' decision.

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

The trustees 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 trustees considered that Wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. The firm employs a traditional, bottom-up fundamental research approach to identify companies with sustainable competitive advantages that can drive a higher rate or longer duration of growth than the market expects, while trading at reasonable valuations. Wellington Management has advised the portfolio since 2010.

The trustees concluded that the advisor's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangements.

**Investment performance**

The trustees 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 trustees concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The trustees 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 fee rate was also below the peer-group average.

The trustees did not consider the profitability of Wellington Management in determining whether to approve the advisory fee, because the firm is independent of Vanguard and the advisory fee is the result of arm's-length negotiations.

**The benefit of economies of scale**

The trustees concluded that the portfolio realizes economies of scale that are built into the advisory fee rate negotiated with Wellington Management without any need for asset-level breakpoints. The advisory fee rate is very low relative to the average rate paid by funds in the portfolio's peer group.

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

**Trustees Approve Advisory Arrangement - VVIF High Yield Bond Portfolio**

A majority of independent of trustees of the board of Vanguard Variable Insurance Funds High Yield Bond Portfolio (Trustees) has renewed the portfolio's investment advisory arrangement with Wellington Management Company LLP (Wellington Management), and approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the a portion of the portfolio through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that renewing the portfolio's advisory arrangement with Wellington Management and approving the arrangement with VCM was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangements. Rather, it was the totality of the circumstances that drove the trustees' decisions.

**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 each advisor. The board considered that Wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. The portfolio managers are supported by a dedicated team of high-yield and bank loan analysts who conduct in-depth credit research on the universe of high-yield issuers, seeking to identify issuers with stable or improving business prospects and attractive yields. Wellington Management focuses on higher-quality bonds, as they believe that these issues offer a more attractive risk/return trade-off than lower-rated bonds within the high-yield universe over the long term. Wellington Management seeks to maintain credit quality and diversification guidelines in order to minimize the risk of potential defaults. Wellington Management has advised a portion of the portfolio since its inception in 1996.

The board also considered quality of the investment management services to be provided to the portfolio by Vanguard and VCM, and took into account the organizational depth and stability. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The trustees concluded that each advisor's experience, stability, depth, and performance, among other factors, warranted continuation and approval of, respectively, the advisory arrangements.

**Investment performance**

The trustees considered the short- and long-term performance of Wellington Management, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The trustees concluded that the performance was such that the advisory arrangement should continue. The trustees also determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**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, and would remain below the peer-group average expense ratios and advisory fee rates with the approval of the arrangement with VCM.

The trustees did not consider the profitability of Wellington Management in determining whether to approve the advisory fee, because Wellington Management is independent of Vanguard and the advisory fee is the result of arm's-length negotiations. 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 trustees concluded that the portfolio realizes economies of scale that are built into the advisory fee rate negotiated with Wellington Management without any need for asset-level breakpoints. Wellington Management's advisory fee rate is very low relative to the average rate paid by funds in the portfolio's peer group. The trustees also concluded that the portfolio's arrangement with Vanguard, and services rendered through VCM, ensures the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

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

**Trustees Approve Advisory Arrangements - VVIF International Portfolio**

A majority of independent of trustees of the board of Vanguard Variable Insurance Funds International Portfolio has renewed the portfolio's investment advisory arrangements with Baillie Gifford Overseas Ltd. (Baillie Gifford) and Schroder Investment Management North America Inc. (Schroder Inc.), as well as the sub-advisory agreement with Schroder Investment Management North America Ltd. (Schroder Ltd.). The trustees determined that renewing the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangements. Rather, it was the totality of the circumstances that drove the trustees' decisions.

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

The trustees 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 each advisor. The trustees considered the following:

**Baillie Gifford.** Baillie Gifford—a unit of Baillie Gifford & Co., founded in 1908—is among the largest independently owned investment management firms in the United Kingdom. Baillie Gifford uses fundamental research to make long-term investments in companies that have above-average growth potential resulting from sustainable competitive advantages, special cultures and management, or competitive strength in underestimated technology shifts. Baillie Gifford believes that equities' asymmetrical return pattern means that alpha is generated by focusing on the upside and the potential to earn exponential returns rather than being overly concerned with avoiding losing investments. The advisor takes a bottom-up, stock-driven approach to sector and country allocation. Baillie Gifford has advised a portion of the portfolio since 2003.

**Schroder.** Schroders plc, the parent company of Schroder Inc. and Schroder Ltd. (collectively, Schroder), has been in existence for more than 200 years and has investment management experience dating back to 1926. Schroder uses fundamental research to identify quality growth stocks with sustainable competitive advantages selling at attractive valuations. Bottom-up research is conducted within the context of key structural trends shaping the global economy or a given industry that will drive a company's future growth prospects. The Schroder portfolio's holdings are classified as either "core" or "opportunistic." Core holdings generally constitute two-thirds of the Schroder portfolio and tend to be longer-term holdings because of competitive advantages that can support above-average growth rates for an extended period. Opportunistic holdings tend to be shorter-term and more cyclical in nature. Schroder Inc. has advised a portion of the portfolio since its inception in 1994, and its affiliate Schroder Ltd. has sub-advised a portion of the portfolio since 2003.

The trustees concluded that each advisor's experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangements.

**Investment performance**

The trustees considered the short- and long-term performance of each advisor, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The trustees concluded that the performance was such that the advisory arrangements should continue.

**Cost**

The trustees 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 fee rate was also below the peer-group average.

The trustees did not consider the profitability of Baillie Gifford or Schroder in determining whether to approve the advisory fees, because the firms are independent of Vanguard and the advisory fees are the result of arm's-length negotiations.

**The benefit of economies of scale**

The trustees concluded that the portfolio realizes economies of scale that are built into the advisory fee rates negotiated with Baillie Gifford and Schroder without any need for asset-level breakpoints. The advisory fee rates are very low relative to the average rate paid by funds in the portfolio's peer group.

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

**Trustees Approve Advisory Arrangement - VVIF Money Market Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Money Market Portfolio (Trustees) has approved a restructuring of the portfolio's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the portfolio through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the portfolio and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

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

The Trustees considered the quality of the investment management services to be provided to the portfolio and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**Cost**

The Trustees concluded that the portfolio's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the portfolio's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the portfolio's arrangement with Vanguard, and services rendered through VCM, ensure that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement - VVIF Short-Term Investment-Grade Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Short-Term Investment-Grade Portfolio (Trustees) has approved a restructuring of the portfolio's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the portfolio through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the portfolio and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

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

The Trustees considered the quality of the investment management services to be provided to the portfolio and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**Cost**

The Trustees concluded that the portfolio's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the portfolio's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the portfolio's arrangement with Vanguard, and services rendered through VCM, ensure that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangements - VVIF Small Company Growth Portfolio**

A majority of independent of trustees of the board of Vanguard Variable Insurance Funds Small Company Growth Portfolio has renewed the portfolio's investment advisory arrangement with ArrowMark Colorado Holdings, LLC (ArrowMark Partners), and approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the a portion of the portfolio through its subsidiary, Vanguard Portfolio Management LLC (VPM). The trustees determined that renewing the portfolio's advisory arrangement with ArrowMark Partners and approving the arrangement with VPM was in the best interests of the portfolio and its shareholders.

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

The trustees also received information throughout the year during advisor presentations conducted by OMS. For each advisor presentation, the trustees 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 trustees 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 OMS'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 trustees approved the arrangements. Rather, it was the totality of the circumstances that drove the trustees' decisions.

**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 each advisor. The trustees considered that ArrowMark Partners, founded in 2007, offers a wide range of investment strategies, including equity, fixed income, and structured products to institutional, high-net-worth, and retail investors. The team is led by two experienced co-portfolio managers and supported by six equity research analysts and a research associate. ArrowMark Partners has managed a portion of the portfolio since 2016.

The trustees also considered the quality of the investment management services to be provided to the portfolio by VPM, and took into account the organizational depth and stability of Vanguard and VPM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Quantitative Equity Group, now within VPM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Quantitative Equity Group seeks to generate consistent, risk-controlled alpha through quantitative models that emphasize securities with attractive valuations, good business models, solid growth prospects, and positive market sentiment.

The trustees concluded that each advisor's experience, stability, depth, and performance, among other factors, warranted continuation and approval of, respectively, the advisory arrangements.

**Investment performance**

The trustees considered the short- and long-term performance of ArrowMark Partners, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The trustees concluded that the performance was such that the advisory arrangement should continue. The trustees also determined that VPM's Quantitative Equity Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**Cost**

The trustees 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 fee rate was also below the peer-group average, and would remain below the peer-group average expense ratios and advisory fee rates with the approval of the arrangement with VPM.

The trustees did not consider the profitability of ArrowMark Partners in determining whether to approve the advisory fee, because ArrowMark Partners is independent of Vanguard and the advisory fee is the result of arm's-length negotiations. The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VPM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The trustees concluded that the portfolio realizes economies of scale that are built into the advisory fee rate negotiated with ArrowMark Partners without any need for asset-level breakpoints. ArrowMark Partners's advisory fee rate is very low relative to the average rate paid by funds in the portfolio's peer group. The trustees also concluded that the portfolio's arrangement with Vanguard, and services rendered through VPM, ensures the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

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

**Trustees Approve Advisory Arrangement - VVIF Total Bond Market Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Total Bond Market Index Portfolio (Trustees) has approved a restructuring of the portfolio's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the portfolio through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the portfolio and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

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

The Trustees considered the quality of the investment management services to be provided to the portfolio and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the portfolio, has a track record of consistent performance and disciplined investment processes.

**Cost**

The Trustees concluded that the portfolio's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the portfolio's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the portfolio's arrangement with Vanguard, and services rendered through VCM, ensure that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 13: Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 14**: **Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.**

Not applicable.

**Item 15**: **Submission of Matters to a Vote of Security Holders.**

Not applicable.

**Item 16**: **Controls and Procedures.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(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.**

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| | |
|:---|:---|
| [(a)(1)](tm2526775d1_ex99-codeeth.htm) | [Code of Ethics filed herewith.](tm2526775d1_ex99-codeeth.htm) |
| [(a)(2)](tm263123d12_ex99-cert.htm) | [Certifications filed herewith.](tm263123d12_ex99-cert.htm) |
| [(a)(2)](tm263123d12_ex99-906cert.htm) | [Certifications filed herewith.](tm263123d12_ex99-906cert.htm) |

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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.

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| | |
|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

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Date: February 23, 2026

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

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| | |
|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

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Date: February 23, 2026

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|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

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Date: February 23, 2026

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| | |
|:---|:---|
| \* By: | /s/ Natalie Lamarque |

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Natalie Lamarque, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/891190/000119312525325143/f43635d7.htm) filed on December 19, 2025 (see File Number 33-49023), Incorporated by Reference.

## Ex-99.Code

**Exhibit 99.CODEETH**

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| | |
|:---|:---|
| **Access Person Code of Conduct**<br> **Effective Date: 01 January 2024 \| Contact:** **The Code of Ethical Conduct Team**<br> **Return to the** **Corporate Policies Page** <br> ****<br> **Policy Coverage**<br>This policy applies to all crew members and contingent workers globally who have been designated as an "Access Person" and, in certain instances, to their Household or Family Members. A "contingent worker" is any person other than a crew member who provides services to, or on behalf of, Vanguard through staffing firms, consulting firms, service providers, or as independent contractors. | &nbsp;&nbsp; <br> **Related Items**<br>· **The Code of Ethical Conduct** <br> · **How to Voice Concerns at Vanguard** <br> · **My Compliance and Ethics Resource Center** <br> · **Training Resources & Job Aids** <br> · **Code of Ethical Conduct Policy** <br> · **Conflicts of Interest Policy** <br> · **Insider Trading Policy** <br> · **Outside Business Activity Policy** |

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*Access Persons* – Please note that the specific trading restrictions and reporting requirements vary depending on your Access Person designation, meaning <u>Advisor</u> Access Person, <u>Fund</u> Access Person, or <u>Investment</u> Access Person. Regardless of your designation, the Compliance Department has the authority to apply to you, with appropriate notice, any of the trading restrictions within this policy.

*Household or Family Members* – Certain aspects of this policy apply to you and your Household or Family Members. This is required by law and regulation in many jurisdictions, and is consistent with industry best practices, to ensure effective monitoring and to protect against conflicts of interest or related issues. See the *Defined Terms* section for the definition of Household or Family Member in your region.

*Note:* If your Household or Family Member(s) also works at Vanguard, they are subject to the same personal trading rules that apply to you, even if they are not designated as an Access Person. If they are also an Access Person, each of you is subject to the most restrictive designation held by you or your Household or Family Member(s).

Your designation may change – your Access Person designation may change as a result of changes in your role or department, or if the Compliance Department determines that a change in designation is necessary.

&nbsp;&nbsp;&nbsp;&nbsp; <br> ***Additional Requirements for Associated Persons:***<br>U.S. crew members and contingent workers who are deemed to be Associated Persons under the FINRA Licensing Policy have certain obligations under this policy and have additional investment-related obligations under the FINRA Licensing Policy and the Securities Account Reporting Obligations for Associated Persons.<br>

**Policy Overview**

Some crew members and contingent workers at Vanguard, by virtue of their role or department, are designated as an Access Person (i.e., an Advisor Access Person, Fund Access Person, or Investment Access Person) because they or their department are authorized to have knowledge of non-public information regarding the Vanguard Funds and/or sensitive market or client activity. As a result, Access Persons are subject to additional reporting requirements, stricter personal investment rules, and greater oversight. These standards and rules, as set forth in in this policy (the Access

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Person Code of Conduct (APCC)<sup>1</sup>), have been adopted to ensure compliance with applicable laws and regulations and to avoid conflicts of interest or the appearance of conflicts of interest. In particular, this policy aims to prevent conflicts of interest that could arise between the securities trading that Vanguard conducts on behalf of the Vanguard Funds or its clients and the personal securities trading by crew, contingent workers, and their Household or Family Members. Be sure you are familiar with other Vanguard policies that govern ethical conduct and personal investment activities, including those listed at the top of this policy.

**Policy Requirements**

**Vanguard recognizes the importance to crew and contingent workers of being able to manage and develop their own financial resources through *<u>long-term</u>* investments and strategies. With that in mind, the rules in this policy are intended to ensure that trading on behalf of Vanguard Funds and clients are given priority over trading in personal accounts, and that trades in personal accounts do not adversely affect trades for Vanguard's funds or clients. Similarly, you must comply with applicable securities laws and must avoid taking personal advantage of your knowledge of securities activity in Vanguard Funds or client accounts.**

This policy includes specific restrictions on personal investing but cannot anticipate every fact pattern or situation. You should adhere to the spirit, and not just the letter, of this policy.

To the extent possible, Compliance will treat all records related to trading in personal accounts as confidential. Information will be accessible within the Compliance Department and may be reported to senior management or HR. Records may also need to be made available to Internal Audit and/or any regulator. All non-U.S. crew members and contingent workers are required to sign a data consent/data privacy notice.

The Compliance Department reserves the right to monitor all investment or trading activity by you and your Household or Family Members based on any information or system to which it has access.

&nbsp;&nbsp;&nbsp;&nbsp; <br> ***Note for Crew Members in China:*** <br>Because you may not have access to MCO, different systems and procedures are in place for you to disclose accounts and holdings. Please consult with your manager or the China Compliance Department to learn more. <br>

**Brokerage Firms You May Use** 

The terms in this section apply to all Access Persons.

The brokerage firms you may use to hold and transact Reportable Securities depend on whether you are a crew member or contingent worker, in addition to where you work. See the definition of Reportable Security in the *Defined Terms* section.

<sup>1</sup> The APCC constitutes the code of ethics that the Vanguard funds have adopted in compliance with U.S. SEC Rules 17j-1 and 204A-1.The APCC is a policy that has been created and approved, and is governed, similar to other policies at Vanguard. As used herein, references to "this policy" mean the APCC.

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|:---|:---|
| &nbsp;&nbsp;**All U.S. Crew and their Household or Family Members** **(see parts (a) and (b) of the definition in the defined terms section)** | &nbsp;&nbsp; Must hold and trade all Reportable Securities in a Vanguard Brokerage Account (VBA), but may hold other investments at the firm(s) of their choice<br>Must initiate transfer of all Reportable Securities to a VBA within 60 days of hire<br>***Exceptions:*** Employer-sponsored plans, Approved Managed Accounts, 529 college savings plans and ABLE plans may be held at other firms; However, if these, or any other accounts can hold Vanguard Funds or Reportable Securities, they must be reported in the "Accounts" tab of MyComplianceOffice (MCO) |

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| | |
|:---|:---|
| &nbsp;&nbsp;**Non-U.S. Crew and their Household or Family Members** | &nbsp;&nbsp;May hold and trade all Securities and investments at the firm(s) of their choice |

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|:---|:---|
| &nbsp;&nbsp;**Contingent Workers** | &nbsp;&nbsp;May hold and trade all Securities and investments at the firm(s) of their choice |

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**Disclosure Obligations** 

The terms in this section apply to all Access Persons.

Access Persons must disclose accounts and holdings information to the Compliance Department via an initial disclosure and periodic ongoing disclosures. All issued assignments must be completed even if you do not have any brokerage accounts or trade Reportable Securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1.** <u>Initial Disclosure of Accounts and Holdings</u> 

Within ten (10) calendar days of being designated an Access Person, all Access Persons must disclose the following to the Compliance Department via the New Access Persons Holdings Report assignment through MyComplianceOffice, or MCO:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. All Covered Accounts and Reportable Securities held by
you or a Household or Family Member;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. All Covered Accounts in which you exercise Investment Discretion
or over which you exercise control (e.g., agent authority (full or limited), trustee, power of attorney authority, etc.);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. All accounts in which you have, or will acquire, Beneficial
Ownership of Securities; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. All accounts held by you and any Household or Family Member
in which there are college saving plan products, annuity products, or other investment or insurance products that, in turn, hold or invest
in Vanguard Funds. These can include 529 plans, Achieving a Better Life Experience (ABLE) plans, employer sponsored retirement plans (e.g.,
401(k) and 403(b) plans), and Health Savings Accounts invested in Vanguard Funds or products.

This includes accounts held at Vanguard and other financial institutions. You do not need to disclose an account or submit transaction confirmations or statements if the account does not have the ability

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to hold Securities (e.g., a traditional checking, savings, or deposit account with a bank, credit union, or building society for holding cash).

This information must be current as of no more than 45 calendar days before joining Vanguard or being designated as an Access Person. *Failure to complete and submit the New Access Persons Holdings Report within ten (10) calendar days of receiving it may be considered a violation of this policy.*

&nbsp;&nbsp;&nbsp;&nbsp; <br> ***Quick Tip:*** <br>For a summary of the disclosure and transfer requirements, please review the FAQs prepared by the Compliance Department. The MCO Overview provides information on how to access and use MCO. <br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2.** <u>Ongoing Disclosure of Accounts, Transactions, and Duplicate Statements</u> 

After the Initial Disclosure, Access Persons may need to periodically disclose account and transaction information for themselves and their Household or Family Members to the Compliance Department.

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| | |
|:---|:---|
| &nbsp;&nbsp;**Required Ongoing Disclosures** | &nbsp;&nbsp;**Required Ongoing Disclosures** |
| &nbsp;&nbsp;<br>If at any time, an Access Person, or their Household or Family Member: | &nbsp;&nbsp;<br>If at any time, an Access Person, or their Household or Family Member: |
| &nbsp;&nbsp;Opens, or intends to open, a Covered Account with any financial institution, including Vanguard | &nbsp;&nbsp;The Covered Accounts and Reportable Securities must be disclosed on the "Accounts" tab in MCO within ten (10) calendar days. You must also upload an account statement to the "Trading Documents" tab in MCO. |
| &nbsp;&nbsp;<br>Acquires holdings in Reportable Securities or Beneficial Ownership of Securities<br>| &nbsp;&nbsp;The Covered Accounts and Reportable Securities must be disclosed on the "Accounts" tab in MCO within ten (10) calendar days. You must also upload an account statement to the "Trading Documents" tab in MCO. |
| &nbsp;&nbsp;Becomes associated with a Covered Account (including a VBA) via marriage, inheritance, or other life events | &nbsp;&nbsp;The Covered Accounts and Reportable Securities must be disclosed on the "Accounts" tab in MCO within ten (10) calendar days. You must also upload an account statement to the "Trading Documents" tab in MCO. |

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**Account Monitoring** 

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| |
|:---|
| &nbsp;&nbsp;**Vanguard Brokerage Accounts (VBAs)** |
| &nbsp;&nbsp; Compliance will receive transaction confirmations automatically for VBAs associated with U.S. crew members and contingent workers, and their Household or Family Members, but only after the VBAs are properly disclosed in MCO. No additional action is needed.<br>|

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| |
|:---|
| &nbsp;&nbsp;**External Covered Accounts** |
| &nbsp;&nbsp;Many brokerage firms have data feeds available that allow Compliance to receive transaction confirmations electronically and automatically. If a data feed is available, no additional action is needed. If a data feed is not available, statements or transaction confirmations must be provided to Compliance through a quarterly assignment in MCO, or Compliance must be added as an interested party on the account to receive duplicate statements. For details on these processes, see *Appendix B*. |

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&nbsp;&nbsp;&nbsp;&nbsp; <br> ***Note for Crew Members and Contingent Workers in Australia:*** <br>You are required to disclose all transactions in VIA funds in MCO in the same manner as is required for Reportable Securities.<br>

**Investment and Trading Requirements**

The terms in this section apply to all Access Persons.

**General Obligations**

&nbsp;&nbsp;&nbsp;&nbsp;· Comply with the law:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
must comply with all applicable securities-related rules and laws.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
may not engage in conduct that is deceitful, fraudulent, or manipulative, or that involves false or misleading statements, in connection
with the purchase or sale of a Security by a Vanguard Fund or Vanguard Client account, or otherwise.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
may not intentionally, recklessly, or negligently circulate false information or rumors that may affect the securities markets or may
be perceived as market manipulation.

&nbsp;&nbsp;&nbsp;&nbsp;· Use of Information:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
may not take personal advantage of knowledge of recent, impending, or planned Securities activities of the Vanguard Funds or their investment
advisors or any Vanguard Client. You are prohibited from purchasing or selling - directly or indirectly - any Security or Related Security
when you know that the Security is being purchased or sold, or considered for purchase or sale, by a Vanguard Fund (with the exception
of an index fund) or by a Vanguard Client.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
 are subject to and must comply with the Insider Trading
 Policy and/or any similar policy of the Vanguard affiliate or region for which you
 work. Each of these policies is considered an integral part of your obligations under this
 policy. Each policy prohibits you from buying or selling any Security while in possession
 of Material, Nonpublic Information about the issuer of the Security. The policies also prohibit
 you from communicating any nonpublic information about any Security or issuer of Securities
 to third parties.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
 must comply with the Confidential Information Policy ,
 including that you may not share information with any third party about any planned, upcoming,
 or recently executed trading activity by any Vanguard Fund or Vanguard Client unless such
 information is publicly available through no action by you.

&nbsp;&nbsp;&nbsp;&nbsp;· Fund policies and excessive trading:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o When
purchasing, exchanging, or redeeming shares of a Vanguard Fund, you must adhere to the policies and standards set forth in the fund's
prospectus, or offering document, including policies on market-timing and frequent trading.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o Excessive trading in Covered Accounts is strongly discouraged.
The Compliance Department reserves the right to monitor trading across all of your Covered Accounts, and may conduct scrutiny of any trades
in your Covered Accounts where such trading may appear excessive in nature (including, but not limited to, if the number of trades is
so frequent as to potentially impact your ability to carry out your assigned responsibilities

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or the trades involve positions that are disproportionate to your net assets). If Compliance in its sole discretion determines you have engaged in excessive trading, then Compliance may limit the number of trades allowed in your Covered Accounts during a given period. This section does not apply to transactions in an Approved Managed Account.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Beneficial
ownership and discretion:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o The terms and restrictions of this policy apply to all
Securities in which you have acquired or will acquire Beneficial Ownership.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You must comply with these investment and trading restrictions
with respect to any account you own as well as any account over which you exercise Investment Discretion or exercise control.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· No
circumvention:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You are not permitted to assist, aid, or enable any other person in doing anything that you are
prohibited from doing under this policy.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Exceptions
and waivers:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o In rare cases, the Chief Compliance Officer may grant exceptions
to this policy, including pre-clearance, other trading restrictions, and certain reporting requirements on a case-by-case basis if it
is determined that (1) the proposed conduct involves no opportunity for abuse, (2) the proposed conduct does not conflict with Vanguard's
interests, and (3) not granting an exception would result in an unfair or unjust outcome. See below for more details on exceptions *.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o The Chief Compliance Officer may waive the applicability
of this policy for a contingent worker if the policy's requirements are covered through the applicable service provider's
contract with Vanguard.

**Rules regarding specific investments or investment types:**

&nbsp;&nbsp;&nbsp;&nbsp;· Use of derivatives:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You and your Household or Family Members may not use a
derivative to avoid or circumvent a rule or requirement set forth in this policy. If something is prohibited by these rules, then it is
also against these rules to effectively accomplish the same thing by using a derivative. This includes futures, options, and other types
of derivatives.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You and your Household or Family Members are permitted
to trade futures or options on commodities.

&nbsp;&nbsp;&nbsp;&nbsp;· IPOs and ICOs:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
and your Household or Family Members are prohibited from acquiring Securities in an Initial Public Offering (IPO) or Secondary Offering.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o You
and your Household or Family Members are prohibited from participating in an Initial Coin Offering (ICO).

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&nbsp;&nbsp;&nbsp;&nbsp;· Private Placements – You and your Household or Family
Members are not permitted to invest in securities offered to potential investors in a Private Placement or other limited investment offering
without first obtaining pre-clearance from Compliance via the Outside Business Activity request form (the form for U.S. crew is in LARS,
and for ex-U.S. crew is in MCO). If you or your Household or Family Members receive approval to purchase Securities in a Private
Placement, you must immediately inform Compliance if that Security goes to public offer or is pending listing on an exchange.

&nbsp;&nbsp;&nbsp;&nbsp;· SPACs – You and your Household or Family Members
are prohibited from acquiring a SPAC at any stage of its lifecycle (i.e., pre-IPO, IPO, pre-merger, post-merger).

&nbsp;&nbsp;&nbsp;&nbsp;· Short-Selling – You are prohibited from selling short
any Security that you do not own or from otherwise engaging in short-selling activities.

&nbsp;&nbsp;&nbsp;&nbsp;· Digital
 Currencies and Related Investments – Refer to the Trading
 and Reporting Requirements for Digital Currency Investments and Activities for details
 on which digital currency account and product types are permitted, and what must be disclosed,
 under this policy.

**Trade Pre-clearance** 

Fund Access Persons and Investment Access Persons must pre-clear all Covered Securities transactions made by themselves and their Household or Family Members. Investment Access Persons must also obtain pre-clearance for purchases in excess of, and sales in excess of, US$50,000 in an individual Vanguard ETF over a rolling 30-day period, including those made by their Household or Family Members. Failure to obtain pre-clearance for a single transaction or a series of transactions that exceed US$50,000 over a rolling 30-day period in an individual Vanguard ETF is a violation of this policy. Please note that the US$50,000 limit applies across all accounts owned by you and your Household or Family Members (it is not US$50,000 per account).

*Note:* In some instances, you must pre-clear trades in accounts managed by Vanguard. See the pre-clearance exceptions below for more details.

**Obtaining Pre-clearance** 

Pre-clearance approval must be obtained via the "Personal Trade Pre-Clearance" path in MCO, and requests are typically approved or denied immediately. For those Access Persons in the U.S., the pre-clearance system is available between 8:00 AM and 4:00 PM (ET) Monday through Friday. However, requests should be submitted by 3:30 PM (ET) to ensure same day approval. Completing a trade before receiving approval or after the approval window expires is a violation of this policy. Attempting to obtain approval after the transaction has occurred is not permitted.

**Pre-clearance Expiration**

*In the U.S.:* Pre-clearance approval will expire at the end of the trading day on which it is issued. If you wish to trade after the approval window closes, you must obtain a new approval on the day you wish to trade. Pre-clearance for same-day limit orders is permitted. Good-til-cancelled (GTC) limit orders are prohibited.

*Outside the U.S.:* Pre-clearance approval will expire at the end of the trading day on the next business day after the approval is received. If you wish to trade after the approval window

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closes, you must obtain a new approval. Pre-clearance for limit orders is permitted, but the order must be executed, or expire, by the end of the trading day on the next business day.

**Pre-clearance Exceptions** 

&nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales of Vanguard Funds

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o *Note:* Investment Access Persons must pre-clear Vanguard
ETF trades as described above.

&nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales where the person requesting pre-clearance
has no direct or indirect influence or control over the account in which the trades will be made (e.g., you have a trust in your name
but you are not the trustee who places the transaction, provided you have granted Investment Discretion to the trustee and there has been
no prior communication between you and the trustee regarding the transaction)

&nbsp;&nbsp;&nbsp;&nbsp;· Corporate actions in Covered Securities such as stock dividends,
stock splits, mergers, consolidations, spin-offs, or other similar corporate reorganizations or distributions

&nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales made as a part of an Automatic Investment
Program or Dividend Reinvestment Program

&nbsp;&nbsp;&nbsp;&nbsp;· Purchases effected upon the exercise of Rights which were
issued pro rata to all holders of a class of its Securities, to the extent such Rights were acquired from such issuer

&nbsp;&nbsp;&nbsp;&nbsp;· Acquisitions of Covered Securities through gifts or bequests

&nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales in an Approved Managed Account, provided
there is no prior communication with the account's portfolio manager regarding the transactions

**Vanguard Digital Advisor and Personal Advisor accounts:** These accounts qualify as Approved Managed Accounts once enrolled in these programs. Trades of Covered Securities (and for Investment Access Persons, Vanguard ETFs as described in the Trade Pre-Clearance section) required to be made prior to enrollment, via the self-directed trade path, are subject to pre-clearance and short-term trading restrictions. In these instances, you (and not a Vanguard Advisor) are responsible for obtaining the pre-clearance. To clarify, if a Vanguard Advisor informs you that you need to trade a Covered Security (or directs you to trade a Covered Security) in these accounts in order to enroll, you are still required to obtain pre-clearance.

However, pre-clearance is not required for trades executed by Digital Advisor or Personal Advisor as the result of enrolling in either program, nor is it required for trades executed by these programs after enrollment is complete.

**Vanguard Personal Advisor Select and Vanguard Wealth Management accounts:** Accounts enrolled in these programs are not considered Approved Managed Accounts. Trades of Covered Securities (and for Investment Access Persons, Vanguard ETFs as described in the Trade Pre-Clearance section) are subject to pre-clearance and all other trading rules that apply if directed by you. You (and not a Vanguard Advisor) are responsible for obtaining all necessary pre-clearances. Automatic rebalancing and automatic tax-loss harvesting transactions are not subject to the pre-clearance requirement.

Trading violations made in any account managed through these programs (Digital Advisor, Personal Advisor, Personal Advisor Select, or Vanguard Wealth Management) will be investigated by the Compliance Department on a case-by-case basis. The findings of such an investigation will determine whether the Access Person or the Advisor will receive the violation.

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**Blackout Periods**

Fund Access Persons and Investment Access Persons generally will not receive pre-clearance approval to trade a Covered Security if the same, or a Related Security, was traded in a Vanguard Fund in the prior seven calendar days.

If you purchase a Covered Security without pre-clearance, you will have violated this policy and may be required to immediately sell the Covered Security and relinquish all profits received from the sale to Vanguard (exclusive of commissions). If you sell a Covered Security without pre-clearance, you will have violated this policy and must relinquish to Vanguard the difference (exclusive of commissions) between the sale price you received and the sale price received by the Vanguard Fund (if your sale price is higher), multiplied by the number of shares you sold.

If an Investment Access Person sells a Covered Security within seven days before a Vanguard Fund sells the same Covered Security, or a Related Security, they may be required to relinquish to Vanguard any profits earned from their sale of the Covered Security (exclusive of commissions), where profits are calculated based on the difference between the sale price they received and the sale price received by the Vanguard Fund (if their sale price is higher), multiplied by the number of shares they sold.

In addition to these restrictions, local law may dictate the extent to which any gains must be relinquished.

Compliance may exempt certain trades from these restrictions during blackout periods that coincide with trading by certain Vanguard Funds (e.g., index funds).

**Exception to Blackout Periods**

Notwithstanding the blackout period restrictions, Fund Access Persons may buy up to US$50,000 (or local currency equivalent), as well as sell up to US$50,000 worth of a Stock, in any rolling 30-day period, if the issuer has a market capitalization that exceeds US$5 billion. Pre-clearance is still required for all Covered Securities trades regardless of whether they meet this exception. Additionally, please note that the US$50,000 limit applies across all accounts owned by you and your Household or Family Members (it is not US$50,000 per account).

If a Fund Access Person's purchases exceed the US$50,000 limit, they will have violated this policy and will be required to sell the amount by which they exceeded the limit, and relinquish all profits received from the sale to Vanguard (exclusive of commissions). If a Fund Access Person's sales exceed the US$50,000 limit, they will have violated this policy must relinquish to Vanguard the difference (exclusive of commissions) between the sale price they received and the sale price received by the Vanguard Fund (if their sale price is higher), multiplied by the number of shares sold in excess of the limit.

Trades of Securities of issuers with market capitalizations below US$5 billion, or that exceed US$50,000 in any 30-day rolling period, will continue to be subject to the blackout periods unless the Compliance Department grants an exception.

**Short-Term Trading**

You are prohibited from purchasing and then selling a Covered Security at a profit, as well as selling and then repurchasing a Covered Security at a lower price, within 30 calendar days. Please note, day one is the first calendar day after the trade date (for example, if your trade date is Friday, then day one is Saturday). This prohibition also applies to all Vanguard ETF trades made by Investment Access Persons. A last-in/first-out accounting methodology will be applied to a series of Security purchases, regardless of how you placed the trades or plan to report them for tax purposes. For example, if you purchased a security for $10, you may not sell the same security for more than $10 within 30

Page 9 of 19

calendar days. Similarly, if you sold a security for $10, you may not repurchase the same security for below $10 within 30 calendar days. Profits on such trades must be relinquished to Vanguard (exclusive of commissions). In addition, the transaction will be considered a violation of this policy.

The rule applies across all accounts owned by you and your Household or Family Members. For example, if you purchase a stock in your account and the same stock is sold in an account beneficially owned by your spouse or domestic partner within 30 calendar days at a price higher than your purchase price, you will be in violation of this policy and must relinquish profits received from the sale to Vanguard (exclusive of commissions).

**Options Trading (Advisor Access Persons Only)**

You may hold options on a Covered Security until you exercise the options, or the options expire. However, you may not otherwise close any open options positions for a profit within 30 calendar days. Realizing profits on short-term trades of options will be considered violations of this policy, and you must relinquish such profits to Vanguard (exclusive of commissions). This includes short-term trades that are the result of options that are assigned or are exercised automatically, without any action on your part. For example:

&nbsp;&nbsp;&nbsp;&nbsp;· If a call option is assigned within 30 calendar days of
your purchase of the underlying Security itself, and the underlying Security is called away at price higher than you purchase price, the
call assignment would be considered a violation of this policy. You will be required to relinquish profits from the assignment to Vanguard
(exclusive of commissions). For example, if a Security is called away at $12 after you purchase the Security itself for $10 in the prior
30 calendar days, you will have violated this policy and will be required to relinquish profits.

&nbsp;&nbsp;&nbsp;&nbsp;· If your position auto exercises upon expiration, and you
earn a profit within 30 calendar days of opening the position, you will be in violation of this policy and will be required to relinquish
profits from the exercise to Vanguard (exclusive of commissions).

**Exceptions** 

The Chief Compliance Officer or their designee retains the discretion to interpret and grant exceptions to this policy and to decide how the rules apply to any given situation for the purposes of protecting the funds and being consistent with the general principles of this policy and the Code of Ethical Conduct.

Understandably, you may encounter personal situations in which you believe an exception to this policy is necessary. Exceptions may be warranted if:

&nbsp;&nbsp;&nbsp;&nbsp;· You face a financial hardship that can be met by liquidating
assets that are subject to this policy's rule (e.g., medical expense, home purchase, life event, etc.).

&nbsp;&nbsp;&nbsp;&nbsp;· You would like to liquidate company stock held in a former
employer's stock plan, or exercise options held in a former employer's stock option plan.

&nbsp;&nbsp;&nbsp;&nbsp;· Your Household or Family Member(s) would like to sell stock
or exercise options in their current or former employer's stock plan or stock option plan.

&nbsp;&nbsp;&nbsp;&nbsp;· You, or your Household or Family Members, would like to
liquidate Covered Securities received as part of a gift, bequest, or inheritance. These exceptions will be granted once for all Covered
Securities received in a single gift, bequest, or inheritance.

&nbsp;&nbsp;&nbsp;&nbsp;· You receive three pre-clearance denials for the same security
within a rolling 60 calendar day period, provided that your second and third requests are submitted on or after the next available pre-clearance
date specified by MCO.

Page 10 of 19

If you believe you should be afforded an exception to this policy's rules, you must obtain prior written approval by submitting a request through the Hardship Waiver Request Form. Compliance will consider your request and notify you of the outcome.

**Policy Compliance** 

Questions regarding this policy may be submitted to the policy contact for your region.

Please be aware of and comply with any supplemental policies that may apply to your role, department, or geographic region. Check with your manager for more information.

If you believe you may have breached this policy, you should immediately report it to your manager, notify the policy contact for your region, and work with them to take corrective action. Alternatively, you may report concerns regarding this policy via the Anonymous Reporting channel that Vanguard has arranged for your region. You are expected to cooperate with any research or investigation into conduct regarding this policy.

The Compliance Department is the owner of this policy. Any violations or potential violations of this policy may be investigated by the Compliance Department, and if it is determined that there has been a violation, you may be subject to penalties and sanctions as described in the Disciplinary Action Policy and, for crew and contingent workers in Australia, the Managing Misconduct Policy. Any violation of this policy may result in disciplinary action up to and including termination of employment.

Refer to the Policy Disclaimer Statement for more information.

Page 11 of 19

**Defined Terms** 

The following definitions apply throughout this policy:

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| | |
|:---|:---|
| Access Person | &nbsp;&nbsp;Any person designated as an Investment Access Person, Fund Access Person, or Advisor Access Person. |
| Approved Managed Account | &nbsp;&nbsp;An investment account where (i) the account is owned by an investor and overseen by a hired professional money manager, (ii) the investor has no trading discretion on the account, and (iii) Compliance has approved it as an Approved Managed Account. |
| Associated Person | &nbsp;&nbsp;Any person who conducts securities business on behalf of Vanguard Marketing Corporation (VMC). This includes all FINRA-licensed contingent workers, as well as non-licensed contingent workers who perform certain operational and administrative functions for VMC. |
| Automatic Investment Program | &nbsp;&nbsp;A program in which regular periodic purchases (or withdrawals) are made automatically in (or from) Investment accounts, according to a predetermined schedule and allocation. An Automatic Investment Program includes a dividend reinvestment plan. |
| Bankers' Acceptance | &nbsp;&nbsp;A time draft drawn on a commercial bank by a borrower usually in connection with an international commercial transaction. Bankers' Acceptances are usually guaranteed by the bank. |
| Beneficial Ownership | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The opportunity to directly or indirectly—through any contract, arrangement, understanding, relationship, or otherwise—share at any time in any economic interest or profit derived from an ownership of or a transaction in a Security. For clarity, what you are deemed to have Beneficial Ownership of includes the following:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned individually by you.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned by a Household or Family Member.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned in joint tenancy, as tenants in common, or in other joint ownership arrangements.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security in which a Household or Family Member has Beneficial Ownership if the Security is held in a Covered Account over which you have decision making authority (for example, you act as a trustee, executor, or guardian or you provide Investment advice).<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your interest as a general partner or manager/member in Securities held by a general or limited partnership or limited liability company.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your interest as a member of an Investment club or an organization that is formed for the purpose of investing in a pool of monies or Securities.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your ownership of Securities as a trustee of a trust in which either you or a Household or Family Member has a vested interest in the principal or income of the trust or your ownership of a vested interest in a trust.<br>|

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Page 12 of 19

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| | |
|:---|:---|
| | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Securities owned by a corporation which is directly or indirectly controlled by, or under common control with, such person. |
| Bond | &nbsp;&nbsp;A debt obligation issued by a corporation, government, or government agency that entails repayment of the principal amount of the obligation at a future date, usually with interest. |
| Certificate | &nbsp;&nbsp;In Germany, a right or obligation issued by a bank where the payout profile or benefit of ownership depends upon or is tied to the performance of an agreed-upon underlying asset or security. |
| Certificate of Deposit (CD) | &nbsp;&nbsp;An insured, interest-bearing deposit at a bank that requires the depositor to keep the money invested for a specified period. |
| Commercial Paper | &nbsp;&nbsp;A promissory note issued by a large company in need of short-term financing. |
| Covered Account | &nbsp;&nbsp;Any Vanguard Fund account, any brokerage account, and any other type of account that holds, or is capable of holding, Reportable Securities. |
| Covered Security | &nbsp;&nbsp; Any Security (including through an IPO), but <u>not</u> including any:<br>&nbsp;&nbsp;&nbsp;&nbsp;· Direct Obligations of a Government (excluding municipal bonds); <br> &nbsp;&nbsp;&nbsp;&nbsp;· Bankers' Acceptances, Certificates of Deposit (CD), Commercial Paper, and High-Quality Short-Term Debt Instruments, including Repurchase Agreements; <br> &nbsp;&nbsp;&nbsp;&nbsp;· Shares issued by Open-End Funds (although for European subsidiaries, this is limited to UCITS schemes, a non-UCITS retail scheme, or another fund subject to supervision under the law of an European Economic Area (EEA) state which is an index fund or which requires an equivalent level of risk spreading in their assets);<br> &nbsp;&nbsp;&nbsp;&nbsp;· Life policies; <br> &nbsp;&nbsp;&nbsp;&nbsp;· ETFs;<br> &nbsp;&nbsp;&nbsp;&nbsp;· ETNs; or<br> &nbsp;&nbsp;&nbsp;&nbsp;· Digital Currencies. |
| Debenture | &nbsp;&nbsp;An unsecured debt obligation backed only by the general credit of the borrower. |
| Digital Currency | &nbsp;&nbsp;A digital asset that: (1) serves solely as a store of value, a medium of exchange, or a unit of account; (2) is not issued or guaranteed by any jurisdiction, central bank, or public authority; (3) relies on algorithmic techniques to regulate the generation of new units of the digital asset; and (4) has transactions involving the digital asset recorded on a decentralized network or distributed ledger (e.g., blockchain). Common examples of a Digital Currency are Bitcoin and Ether. A Digital Currency is distinguishable from a Digital Security Token or a Digital Utility Token. |
| Digital Security Token | &nbsp;&nbsp; Any digital asset that is not a Digital Currency or Digital Utility Token. In general, a Digital Security Token may: (1) derive its value primarily from, or represent an interest in, a separate asset or pool of assets; or (2) represent an interest in an enterprise or venture. A Digital Security Token may provide owners or holders with voting rights, rights to distributions, or other rights associated with ownership. Digital Security Tokens are generally held for speculative investment purposes and not to provide holders with access to a particular network, product, or service. Digital Security Tokens, like other investments, are generally not used as a medium of exchange.<br>Note, whether or not an asset is a Digital Security Token depends on specific facts and circumstances. Merely referring to an asset as a Digital |

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Page 13 of 19

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| | |
|:---|:---|
| | &nbsp;&nbsp;&nbsp;&nbsp; Currency or Digital Utility Token does not prevent the asset from being a Digital Security Token. Furthermore, an asset may be a Digital Security Token even if it has some purported utility. Please contact Compliance if you have any questions regarding whether an asset is a Digital Security Token. |
| Digital Utility Token | &nbsp;&nbsp;A digital asset that (1) provides access to a particular network, product, or service; (2) derives its value primarily from providing access to a particular network, product, or service; and (3) does not function as a Digital Currency or Digital Security Token. |
| Direct Obligation of a Government | &nbsp;&nbsp;A debt that is backed by the full taxing power of any government. These Securities are generally considered to be of the very highest quality. |
| ETF or Exchange-Traded Fund | &nbsp;&nbsp;An investment with characteristics of both mutual funds and individual stocks. Many ETFs track an index, a commodity, or a basket of assets. Unlike mutual funds, ETFs can be traded throughout the day. ETFs often have lower expense ratios but must be purchased and sold through a broker, which means you may incur commissions. |
| ETN or Exchange-Traded Note | &nbsp;&nbsp;A senior, unsecured, unsubordinated debt Security issued by a financial institution, whose returns are based on the performance of an underlying index and backed only by the credit of the issuer. ETNs have a maturity date, but typically pay no periodic coupon interest and offer no principal protection. At maturity an ETN investor receives a cash payment linked to the performance of the corresponding index, less fees. |
| Futures / Futures Contract | &nbsp;&nbsp;A contract to buy or sell specific amounts of a commodity or financial instrument (such as grain, a currency, including foreign currencies and Digital Currencies (e.g., Bitcoin), a Digital Security Token, or an index) for an agreed-upon price at a certain time in the future. Sometimes the arrangements in a contract prescribe that settlements are made through cash payments, rather than the delivery of physical goods or Securities; this is called Contract for Difference. |
| High-Quality Short-Term Debt Instrument | &nbsp;&nbsp;An instrument that has a maturity at issuance of less than 366 days and is rated in one of the two highest ratings categories by a nationally recognized statistical rating organization, or an instrument that is unrated but determined by Vanguard to be of comparable quality. |
| Household or Family Member (U.S., Australia, Canada, China, Hong Kong, and Mexico) | &nbsp;&nbsp; For the U.S., Australia, Canada, China, Hong Kong, and Mexico regions, the term "Household or Family Member" includes:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your spouse or domestic partner (an unrelated adult with whom you share your home and contribute to each other's support);<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any child of yours or of your spouse or domestic partner, provided that the child resides in the same household as or is financially dependent upon you; or<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any other individual over whose accounts you have control (e.g., agent authority (full or limited), trustee, power of attorney authority) and to whose financial support you materially contribute.<br>For purposes of parts (a) and (b) of this definition, those persons may not be deemed Household or Family Members under this policy if you demonstrate, to the satisfaction of the Compliance Department, that you derive no economic benefit from, and exercise no control over, that person's accounts. |
| Household or Family Member (Europe) | &nbsp;&nbsp;For Europe crew members, the term "Household or Family Member" includes your spouse, domestic partner (an unrelated adult with whom you share your home and contribute to each other's support), and minor |

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Page 14 of 19

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| | |
|:---|:---|
| | &nbsp;&nbsp;children, as well as relatives whether by blood, adoption, or marriage (e.g., children, grandchildren, siblings, parents, parents-in-law, stepchildren) residing in the same household for at least one year prior to the date of the personal transaction. |
| Initial Coin Offering (ICO) | &nbsp;&nbsp;An initial offer or sale of Digital Currencies or Digital Security Tokens. Note, whether or not an offering is an ICO depends on specific facts and circumstances. Please contact Compliance before participating in an initial offering of a Digital Currency, Digital Security Token, or Digital Utility Token |
| Initial Public Offering (IPO) | &nbsp;&nbsp;A corporation's first offering of common stock to the public. |
| Investment Contract | &nbsp;&nbsp;Any contract, transaction, or scheme whereby a person invests money in a common enterprise and is led to expect profits solely from the efforts of the promoter or third party. |
| Investment Discretion | &nbsp;&nbsp;The authority an individual may exercise, with respect to investment control or trading discretion, on another person's account (e.g., executor, trustee, power of attorney). |
| Material, Nonpublic Information | &nbsp;&nbsp;Information about an issuer, or the equity or debt securities of an issuer, should be considered "material" if there is a substantial likelihood that a reasonable investor would consider the information important in making an investment decision, or disclosure of the information would be likely to cause a significant change in the price of the securities. Information is "nonpublic" if it is not generally available to investors. Information is clearly public if it appears in a press release, SEC or other public regulatory filing, or in a newspaper, magazine, wire report, newsletter, or other publication of general circulation (written or electronic). |
| Non-Access Person | &nbsp;&nbsp;Any person in a role that has not been designated as an Access Person role. |
| Note | &nbsp;&nbsp;A financial security that generally has a longer term than a bill, but a shorter term than a Bond. However, the duration of a note can vary significantly and may not always fall neatly into this categorization. Notes are similar to Bonds in that they are sold at, above, or below face (par) value; make regular interest payments; and have a specified term until maturity. |
| Open-End Fund | &nbsp;&nbsp;A mutual fund that has an unlimited number of shares available for purchase. |
| Option | &nbsp;&nbsp;The right, but not the obligation, to buy (for a call option) or sell (for a put option) a specific amount of a given stock, commodity, currency, including foreign currencies and Digital Currencies (e.g., Bitcoin), index, or debt, at a specified price (the strike price) during a specified period or on one particular date. |
| Private Placement | &nbsp;&nbsp;A Security that is not registered or required to be registered under applicable securities laws. Private Placements are generally sold to a relatively small number of select investors (as opposed to a public issue, in which Securities are made available for sale on the open market) in order to raise capital. Private Placements may include, among others, interests in hedge funds (including limited partnership interests) and shares of private companies. Investors in Private Placements are usually banks, mutual funds, insurance companies, pension funds, hedge funds, and high net worth individuals. Private Placements are typically held or maintained outside of Vanguard. |

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Page 15 of 19

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| | |
|:---|:---|
| Related Security | &nbsp;&nbsp;Any Security or instrument that provides economic exposure to the same company or entity—provided, however, that equity instruments will generally not be considered related to fixed income instruments (other than convertible Bonds) and vice versa. For example, all of the following instruments would be related to the common Stock of Company X: Options, Futures, Rights, and Warrants on Company X common Stock; preferred Stock issued by Company X; and Bonds convertible into Company X common Stock. Similarly, different Bonds issued by Company X would be related to one another. |
| Reportable Security | &nbsp;&nbsp;Any Covered Security, ETF, ETN, or Digital Security Token. |
| Repurchase Agreement | &nbsp;&nbsp;An arrangement by which the seller of an asset agrees, at the time of the sale, to buy back the asset at a specific price and, typically, on a given date (normally the next day). |
| Right | &nbsp;&nbsp;A Security giving stockholders entitlement to purchase new shares issued by the corporation issuer at a predetermined price (normally at a discount to the current market price) in proportion to the number of shares already owned. Rights are issued only for a short period of time, after which they expire. |
| Secondary Offering | &nbsp;&nbsp;The sale of new or closely held shares by a company that has already made an Initial Public Offering. |
| Security | &nbsp;&nbsp;Any Stock, Bond, money market instrument, Note, evidence of indebtedness, Debenture, Warrant, Option, Right, Investment Contract, ETF, ETN, Digital Currency that has been deemed to be a security by the US Securities and Exchange Commission, Certificate, or any other investment or interest commonly known as a Security. |
| SPAC (Special Purpose Acquisition Company) | &nbsp;&nbsp;A shell company or company with no commercial operations that is formed strictly to raise capital through an Initial Public Offering (IPO) for the purpose of acquiring an existing company. |
| Spread Betting | &nbsp;&nbsp;A way of trading that enables you to profit from movements in a wide range of markets from Securities to currencies, including foreign currencies and Digital Currencies, Digital Security Tokens, commodities, and interest rates. Spread betting allows you to trade on whether the price quoted for these financial instruments will go up or down. |
| Stock | &nbsp;&nbsp;A Security that represents part ownership, or equity, in a corporation. Each share of stock is a proportional stake in the corporation's assets and profits, some of which could be paid out as dividends. |
| UCITS (Undertakings for the Collective Investment of Transferable Securities) | &nbsp;&nbsp;A regulatory framework of the European Commission that creates a harmonized regime throughout Europe for the management and sale of mutual funds. UCITS funds can be registered in Europe and sold to investors worldwide using unified regulatory and investor protection requirements. |
| Vanguard Client | &nbsp;&nbsp;The clients of VGI, or any of the International Subsidiaries, and investors in the Vanguard Funds, including the Vanguard Funds themselves. |
| Vanguard Fund | &nbsp;&nbsp;Vanguard mutual funds, Vanguard managed funds, Vanguard UCITS funds, Vanguard ETFs, and any other accounts sponsored or managed by Vanguard. This includes, but is not limited to, separately managed accounts and collective trusts. |
| Warrant | &nbsp;&nbsp;An entitlement to purchase a certain amount of common Stock at a set price (usually higher than the current price) during an extended period of time. Usually issued with a fixed-income security to enhance its marketability, a Warrant can be transferred, traded, or exercised by the holder. |

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Page 16 of 19

**Appendix A: Access Person Designations and Trading Rules**

The terms and requirements in this appendix are *in addition to* the investment and trading restrictions applicable to all Access Persons, which are noted above. You must comply with the portions of this appendix that apply to your Access Person designation.

As a reminder, the designation(s) that applies to you is based on your cost center. Click HERE to determine whether you are an Access Person, and if so, which designation(s) applies.

Access Person Designation Hierarchy:

&nbsp;&nbsp;&nbsp;&nbsp;1. Investment Access Person

&nbsp;&nbsp;&nbsp;&nbsp;2. Fund Access Person

&nbsp;&nbsp;&nbsp;&nbsp;3. Advisor Access Person

If you have multiple Access Person designations, you are subject to the trading rules of your highest-ranking designation. For example, if you are an Advisor Access Person and a Fund Access Person, you are subject to the trading rules for Fund Access Persons.

If both you and a Household or Family Member are designated as Access Persons, you must both follow the trading rules for the most restrictive designation held by either of you. For example, if you are a Fund Access Person, and your spouse or domestic partner is an Investment Access Person, both of you must abide by the Investment Access Person trading rules.

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Trading Rule** | &nbsp;&nbsp;**Advisor Access <br> Persons** | &nbsp;&nbsp;**Fund Access <br> Persons** | &nbsp;&nbsp;**Investment Access<br> Persons** |
| &nbsp;&nbsp; **Trade Pre-clearance**<br>Note: ALL Access Persons must pre-clear Private Placements, as described above | &nbsp;&nbsp; No | &nbsp;&nbsp; Yes, for self-directed trades of Covered Securities | &nbsp;&nbsp; Yes, for self-directed trades of Covered Securities of any amount and transactions in an individual Vanguard ETF in excess of US$50,000 over a rolling 30-day period |
| &nbsp;&nbsp;<br> **Blackout Period** | &nbsp;&nbsp; No | &nbsp;&nbsp; Yes, though the US$5 billion market capitalization exception applies (see page 9 for details) | &nbsp;&nbsp; Yes |

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Page 17 of 19

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short-Term Trading <br> (30-Day Hold)** | &nbsp;&nbsp; Yes, for self-directed trades of Covered Securities (including Options trades exercised or assigned involuntarily) | &nbsp;&nbsp; Yes, for self-directed trades of Covered Securities | &nbsp;&nbsp; Yes, for self-directed trades of Covered Securities and Vanguard ETFs |
| &nbsp;&nbsp;**Prohibited Securities** | &nbsp;&nbsp; IPOs/ICOs<br> Security Futures\*\*<br> Short Positions SPACs Leveraged/Inverse ETFs | &nbsp;&nbsp; All Options<sup>\*</sup><br> IPOs/ICOs<br> Security Futures\*\*<br> Short Positions<br> SPACs<br> Spread Bets\*\*\* Leveraged/Inverse ETFs | &nbsp;&nbsp; All Options\*<br> IPOs/ICOs<br> Security Futures\*\*<br> Short Positions SPACs<br> Spread Bets\*\*\* Leveraged/Inverse ETFs |
| &nbsp;&nbsp;**Resource** | &nbsp;&nbsp;Trading and Reporting Requirements for Advisor Access Persons | &nbsp;&nbsp;Trading and Reporting Requirements for Fund Access Persons | &nbsp;&nbsp;Trading and Reporting Requirements for Investment Access Persons |

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*\* Fund Access Persons and Investment Access Persons may not trade Options on any Security (including Options on ETFs, Digital Utility Tokens, Digital Security Tokens, and Digital Currencies). Options on commodities are permitted.*

*\*\*All Access Persons are prohibited from entering into, acquiring, or selling any Futures contract (including single stock futures). Futures on commodities are permitted.*

*\*\*\*Fund Access Persons and Investment Access Persons are prohibited from participating in Spread Betting on Securities, indexes, interest rates, currencies, or commodities.*

**Appendix B: External Account Monitoring**

Vanguard has direct electronic feeds with several financial institutions that allow the Compliance Department to monitor trading activity and holdings in external accounts automatically. If you have a Covered Account at these institutions, the Compliance Department can monitor your trades and holdings automatically, with no action needed on your part. However, some firms may require you to provide your consent for Vanguard to monitor your account. If applicable, you will be contacted by the Compliance Department and provided further instructions.

Although other financial institutions and plan providers may offer Covered Accounts or Reportable Securities, some may not offer direct electronic feeds. These include:

&nbsp;&nbsp;&nbsp;&nbsp;· Smaller brokerage firms or investment advisors

&nbsp;&nbsp;&nbsp;&nbsp;· 529 college savings plans or Achieving a Better Life Experience
(ABLE) plans that offer Vanguard Funds.

Page 18 of 19

&nbsp;&nbsp;&nbsp;&nbsp;· Health Savings Accounts (HSAs) that offer Vanguard Funds,
including the Health Equity HSA offered through Vanguard

&nbsp;&nbsp;&nbsp;&nbsp;· Employer sponsored retirement plans or investment plans
that offer Vanguard Funds or Reportable Securities (e.g., 401(k) and 403(b) plans, employer stock purchase plans, stock options plans,
restricted stock plans, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;· Annuity plan providers that offer Vanguard Funds or products

To allow the Compliance Department to monitor such accounts and holdings, Access Persons have two options:

&nbsp;&nbsp;&nbsp;&nbsp;1. Contact the firm where your Covered Accounts or Reportable
Securities are held and request that they send duplicate statements and confirmations to Vanguard. This is often accomplished by naming
Vanguard as an interested party on your accounts and directing the firm to send duplicate statements and confirmations to "Xerox",
Vanguard's third-party service provider, at this address:

F01012 – Vanguard C/O MyComplianceOffice

PO BOX 3048

Coppell, TX 75019-3048

&nbsp;&nbsp;&nbsp;&nbsp;2. If the firm cannot provide duplicate statements and confirmations
to Vanguard, you will be responsible for uploading copies to the Trading Documents section of MCO immediately after you receive them,
unless the Compliance Department provides you with an exception. The documents must clearly show the firm/institution's name, account
number, account owner, account type, and transaction and/or holdings details.

Additionally, you will be required to complete a Quarterly Securities Transaction Report each calendar quarter via MCO. Failure to complete and submit the assignment within 30 calendar days of the end of the calendar quarter may be considered a violation of this policy.

Page 19 of 19

## 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: February 23, 2026

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

<u>CERTIFICATIONS</u>

I, Christine Buchanan, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard 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: February 23, 2026

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---

## Exhibit 99.906

**Exhibit 99.906CERT**

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard 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: February 23, 2026

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard 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: February 23, 2026

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---