# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001104659-26-021517
**Filing Date:** 2026-2
**Character Count:** 2167153
**Document Hash:** 6318f7291279600268c477d4e3e66855
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-021517.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001104659-26-021517

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 35

**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:** 26699222

**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

### Real Estate Index Portfolio (Series ID: S000004392)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000012148 | Real Estate Index Portfolio |  |

### Total Stock Market Index Portfolio (Series ID: S000004396)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000012152 | Total Stock Market Index Portfolio |  |

### Equity Index Portfolio (Series ID: S000004400)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000012156 | Equity Index Portfolio |  |

### Mid-Cap Index Portfolio (Series ID: S000004404)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000012160 | Mid-Cap Index Portfolio |  |

### Conservative Allocation Portfolio (Series ID: S000033473)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000102905 | Conservative Allocation Portfolio |  |

### Moderate Allocation Portfolio (Series ID: S000033474)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000102906 | Moderate Allocation Portfolio |  |

### Global Bond Index Portfolio (Series ID: S000058615)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000192542 | Global Bond Index Portfolio |  |

### Total International Stock Market Index Portfolio (Series ID: S000058616)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000192543 | Total International Stock Market Index Portfolio |  |

?xml version='1.0' encoding='ASCII'? 4afa6236-5043-456d-b860-e260cfa11192

**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**

---

| |
|:---|
|  [Global Bond Index Portfolio](#classnamee152651c-52a0-4b2f-99b6-dfa24a1eba44)<br> **[Global Bond Index Portfolio](#classnamee152651c-52a0-4b2f-99b6-dfa24a1eba44)**  |
|  [Moderate Allocation Portfolio](#classname48a89884-e07d-4f87-b821-4c5364ba7077)<br> **[Moderate Allocation Portfolio](#classname48a89884-e07d-4f87-b821-4c5364ba7077)**  |
|  [Conservative Allocation Portfolio](#classnamed2a476cf-6a3b-4ce6-af1a-f0fc9a9bac36)<br> **[Conservative Allocation Portfolio](#classnamed2a476cf-6a3b-4ce6-af1a-f0fc9a9bac36)**  |
|  [Mid-Cap Index Portfolio](#classname63495e0d-bc30-4dd5-bdeb-2ca8d9d49a6e)<br> **[Mid-Cap Index Portfolio](#classname63495e0d-bc30-4dd5-bdeb-2ca8d9d49a6e)**  |
|  [Total International Stock Market Index Portfolio](#classnameb9b74996-2e19-4146-9c53-3430845483aa)<br> **[Total International Stock Market Index Portfolio](#classnameb9b74996-2e19-4146-9c53-3430845483aa)**  |
|  [Total Stock Market Index Portfolio](#classname401121df-3e7d-493e-bcc4-404ee755dd0b)<br> **[Total Stock Market Index Portfolio](#classname401121df-3e7d-493e-bcc4-404ee755dd0b)**  |
|  [Real Estate Index Portfolio](#classname2f866f85-3ad4-4636-b42b-84196affc7cb)<br> **[Real Estate Index Portfolio](#classname2f866f85-3ad4-4636-b42b-84196affc7cb)**  |
|  [Equity Index Portfolio](#classname2bc5253d-08c2-471a-bd43-c56f1f37f089)<br> **[Equity Index Portfolio](#classname2bc5253d-08c2-471a-bd43-c56f1f37f089)**  |

---

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![Logo](tm263123d7_tsrimg009.jpg)

Vanguard Variable Insurance Funds - Global Bond Index Portfolio

Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Global Bond 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 -<br> Global Bond Index Portfolio | $13 | 0.13% |

---

#### 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. 

* Returns were positive for most countries. By maturity, U.S. bonds in the 5- to 15-year range performed best. Outside the U.S., longer-term bonds posted negative returns. Both inside and outside the United States, the lowest-rated bonds performed best. 

* 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 since inception?
 **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: September 7, 2017, Through December 31, 2025
Initial Investment of $10,000

![Fund Performance - Growth of 10K](tm263123d7_tsrimg001.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **Since Inception<br> (9/7/2017)** |
| Vanguard Variable Insurance Funds -<br> Global Bond Index Portfolio | 5.69% | -0.41% | 1.59% |
| Global Bond Composite Index | 5.95% | -0.28% | 1.73% |
| Bloomberg Global Aggregate Float Adjusted Index | 8.67% | -1.72% | 0.64% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;11% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$0 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 70.0% |
| Vanguard Total International Bond Index Fund Admiral Shares | 30.0% |
| Other Assets and Liabilities—Net | 0.0% |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

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

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR1558

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Moderate Allocation Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Moderate Allocation 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 -<br> Moderate Allocation Portfolio | $13 | 0.12% |

---

#### 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. 

* The Fund targets an asset allocation of approximately 60% stocks and 40% bonds by investing in a range of underlying Vanguard funds. Total International Stock Index Fund Admiral Shares had the highest return, at 32.18%. The Variable Insurance Funds Equity Index Portfolio returned 17.70%, Extended Market Index Fund Admiral Shares returned 11.42%, the Variable Insurance Funds Total Bond Market Index Portfolio returned 6.94%, and Total International Bond Index Fund Admiral Shares returned 2.96%. 

* 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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg002.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Moderate Allocation Portfolio | 16.19% | 6.51% | 8.14% |
| Moderate Allocation Composite Index | 16.41% | 6.83% | 8.43% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |
| Bloomberg U.S. Aggregate Float Adjusted Index | 7.21% | -0.37% | 2.05% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;10% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$0 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 31.8% |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 27.8% |
| Vanguard Total International Stock Index Fund Admiral Shares | 24.4% |
| Vanguard Total International Bond Index Fund Admiral Shares | 11.8% |
| Vanguard Extended Market Index Fund Admiral Shares | 4.2% |
| Other Assets and Liabilities—Net | 0.0% |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

#### How has the Fund changed?
During the reporting period, the expense ratio for the Fund was reduced.

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.

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR712

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Conservative Allocation Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Conservative Allocation 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 -<br> Conservative Allocation Portfolio | $13 | 0.12% |

---

#### 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. 

* The Fund targets an asset allocation of approximately 40% stocks and 60% bonds by investing in a range of underlying Vanguard funds. Total International Stock Index Fund Admiral Shares had the highest return, at 32.18%. The Variable Insurance Funds Equity Index Portfolio returned 17.70%, Extended Market Index Fund Admiral Shares returned 11.42%, the Variable Insurance Funds Total Bond Market Index Portfolio returned 6.94%, and Total International Bond Index Fund Admiral Shares returned 2.96%. 

* 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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg003.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Conservative Allocation Portfolio | 12.73% | 4.22% | 6.14% |
| Conservative Allocation Composite Index | 12.90% | 4.48% | 6.38% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |
| Bloomberg U.S. Aggregate Float Adjusted Index | 7.21% | -0.37% | 2.05% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;13% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$0 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 42.0% |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 21.2% |
| Vanguard Total International Bond Index Fund Admiral Shares | 18.0% |
| Vanguard Total International Stock Index Fund Admiral Shares | 16.1% |
| Vanguard Extended Market Index Fund Admiral Shares | 2.8% |
| Other Assets and Liabilities—Net | (0.1%) |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

#### How has the Fund changed?
During the reporting period, the expense ratio for the Fund was reduced.

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.

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR710

![Logo](tm263123d7_tsrimg009.jpg)

Vanguard Variable Insurance Funds - Mid-Cap Index Portfolio

Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Mid-Cap 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 -<br> Mid-Cap Index Portfolio | $18 | 0.17% |

---

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

* Ten of the benchmark's 11 industry sectors posted positive returns. Information technology and industrials contributed most to results. Other notable contributors included consumer discretionary, financials, and utilities. Consumer staples was the sole detractor. 

* 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 https://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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg004.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Mid-Cap Index Portfolio | 11.54% | 8.46% | 10.77% |
| CRSP US Mid Cap Index | 11.70% | 8.62% | 10.94% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$3227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;22% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$51 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Basic Materials | 2.7% |
| Consumer Discretionary | 15.5% |
| Consumer Staples | 5.0% |
| Energy | 6.6% |
| Financials | 13.8% |
| Health Care | 7.9% |
| Industrials | 19.7% |
| Real Estate | 5.6% |
| Technology | 13.3% |
| Telecommunications | 0.9% |
| Utilities | 8.9% |
| Other Assets and Liabilities—Net | 0.1% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

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

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR288

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Total International Stock Market Index Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Total International Stock 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. **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 -<br> Total International Stock Market Index Portfolio | $10 | 0.09% |

---

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

* Five of the six geographic categories represented in the index contributed to performance, led by Europe, the Pacific region, and emerging markets. 

* All 11 industry sectors recorded positive returns for the 12 months. Financials contributed the most, followed by industrials, technology, basic materials, and consumer discretionary. 

* 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 since inception?
 **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: September 7, 2017, Through December 31, 2025
Initial Investment of $10,000

![Fund Performance - Growth of 10K](tm263123d7_tsrimg005.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **Since Inception<br> (9/7/2017)** |
| Vanguard Variable Insurance Funds -<br> Total International Stock Market Index Portfolio | 32.04% | 7.88% | 7.20% |
| FTSE Global All Cap ex US Index | 31.95% | 8.04% | 7.41% |
| MSCI All Country World Index ex USA Net | 32.39% | 7.91% | 7.25% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$2454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;8 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;11% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$0 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 28.2% |
| Vanguard Developed Markets Index Fund Admiral Shares | 28.1% |
| Vanguard Emerging Markets Stock Index Fund Admiral Shares | 19.0% |
| Vanguard European Stock Index Fund Admiral Shares | 12.0% |
| Vanguard Pacific Stock Index Fund Admiral Shares | 8.1% |
| Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.9% |
| Vanguard FTSE Canada All Cap Index ETF | 1.8% |
| Other Assets and Liabilities—Net | (0.1%) |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

#### How has the Fund changed?
During the reporting period, the expense ratio for the Fund was reduced.

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.

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR1557

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Total Stock Market Index Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Total Stock 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 -<br> Total Stock Market Index Portfolio | $14 | 0.13% |

---

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

* Each of the benchmark's 11 industry sectors posted positive returns for the 12 months. Information technology, communication services, and financials contributed most to results. 

* 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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg006.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Total Stock Market Index Portfolio | 16.93% | 12.98% | 14.10% |
| S&P Total Market Index | 17.05% | 13.07% | 14.22% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$6361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$0 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** | **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 88.4% |
| Vanguard Extended Market Index Fund Admiral Shares | 11.7% |
| Other Assets and Liabilities—Net | (0.1%) |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

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

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR287

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Real Estate Index Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Real Estate 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 -<br> Real Estate Index Portfolio | $26 | 0.26% |

---

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

* Subindustries within the index had disparate results, with 10 of 17 posting negative returns. REITs for data centers, offices, and multifamily residences were the biggest drag on performance. However, gains in other subindustries—REITs for health care and industrials, and real estate services—more than offset the declines elsewhere. 

* 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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg007.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Real Estate Index Portfolio | 3.11% | 4.51% | 5.08% |
| Real Estate Spliced Index | 3.31% | 4.76% | 5.33% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 17.05% | 13.07% | 14.21% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;8% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$18 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |  |
| Data Center REITs | 8.7% |
| Health Care REITs | 15.5% |
| Industrial REITs | 11.0% |
| Multi-Family Residential REITs | 7.8% |
| Other Specialized REITs | 6.3% |
| Real Estate Services | 8.6% |
| Retail REITs | 13.8% |
| Self-Storage REITs | 5.4% |
| Single-Family Residential REITs | 3.7% |
| Telecom Tower REITs | 9.6% |
| Other Assets and Liabilities—Net | 9.6% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

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

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

![Logo](tm263123d7_tsrimg009.jpg)

 **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.

AR349

![Logo](tm263123d7_tsrimg009.jpg)

#### Vanguard Variable Insurance Funds - Equity Index Portfolio
Annual Shareholder Report \| December 31, 2025

------

This annual shareholder report contains important information about Equity 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 -<br> Equity Index Portfolio | $15 | 0.14% |

---

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

* Each of the benchmark's 11 industry sectors posted positive returns for the 12 months. Information technology, the index's largest sector by weight, contributed most to results. Communication services and financials were also among the top performers. 

* 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 https://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

![Fund Performance - Growth of 10K](tm263123d7_tsrimg008.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns** |  |  |  |
|  | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds -<br> Equity Index Portfolio | 17.70% | 14.27% | 14.66% |
| 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% |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of December 31, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$13227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;4% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Investment Advisory Fees <br> (in thousands) | &nbsp;&nbsp;&nbsp;&nbsp;$290 |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of December 31, 2025)** |  |
| Communication Services | 10.6% |
| Consumer Discretionary | 10.4% |
| Consumer Staples | 4.7% |
| Energy | 2.8% |
| Financials | 13.4% |
| Health Care | 9.6% |
| Industrials | 8.1% |
| Information Technology | 34.4% |
| Materials | 1.8% |
| Real Estate | 1.8% |
| Utilities | 2.2% |
| Other Assets and Liabilities—Net | 0.2% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### 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.

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AR107

**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, 2025 | Fiscal Year Ended <br> December 31, 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; 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, 2025 | Fiscal Year Ended<br> December 31, 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;&nbsp;&nbsp;Audit-Related Fees. | $3947067 | $3802420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tax Fees. | $1575446 | $2062604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;All Other Fees. | $25000 | $293000 |
| &nbsp;&nbsp;&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.**

![](tm263123d7vvifgbinpvvifti001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Global Bond Index Portfolio

#### (with underlying Total Bond Market Index Portfolio)

------

Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 9 |
| Tax information<br>| 10 |

---

------

Global Bond 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** |
| **U.S. Bond Fund (70.0%)** | **U.S. Bond Fund (70.0%)** | **U.S. Bond Fund (70.0%)** | **U.S. Bond Fund (70.0%)** |
|  | Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | &nbsp;&nbsp;41210938 | &nbsp;&nbsp;445079 |
| **International Bond Fund (30.0%)** | **International Bond Fund (30.0%)** | **International Bond Fund (30.0%)** | **International Bond Fund (30.0%)** |
|  | Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;9858381 | &nbsp;&nbsp;190858 |
| **Total Investment Companies (Cost $692,705)** | **Total Investment Companies (Cost $692,705)** | **Total Investment Companies (Cost $692,705)** | **635937** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $10)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10** |
| **Total Investments (100.0%) (Cost $692,715)** | **Total Investments (100.0%) (Cost $692,715)** |  | &nbsp;&nbsp;**635947** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(51)** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**635896** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

------

Global Bond Index 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—Affiliated Funds (Cost $692,715) | 635947 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;1883 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| **Total Assets** | **637881** |
| **Liabilities** |  |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;1985 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**1985** |
| **Net Assets** | **635896** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 673866 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(37970) |
| **Net Assets** | **635896** |
| **Net Assets** |  |
| **Applicable to 33,765,235 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **635896** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$18.83** |

---

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

------

Global Bond Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19679 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19679** |
| **Realized Net Gain (Loss) on Affiliated Funds Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1024** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9558** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30261** |

---

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

------

Global Bond Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;19679 | &nbsp;&nbsp;&nbsp;&nbsp;14493 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9558 | &nbsp;&nbsp;&nbsp;&nbsp;(6234) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;30261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9227 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(16197) | &nbsp;&nbsp;&nbsp;&nbsp;(13153) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;225526 | &nbsp;&nbsp;&nbsp;114641 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;16197 | &nbsp;&nbsp;&nbsp;&nbsp;13153 |
| Redeemed | (107787) | &nbsp;&nbsp;&nbsp;&nbsp;(77033) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;133936 | &nbsp;&nbsp;&nbsp;&nbsp;50761 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;46835 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**487896** | &nbsp;&nbsp;&nbsp;**441061** |
| **End of Period** | &nbsp;&nbsp;&nbsp;**635896** | &nbsp;&nbsp;&nbsp;**487896** |

---

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

------

Global Bond 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;**$18.41** | &nbsp;&nbsp;&nbsp;**$18.60** | &nbsp;&nbsp;&nbsp;**$17.83** | &nbsp;&nbsp;&nbsp;**$21.30** | &nbsp;&nbsp;&nbsp;**$22.40** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.498 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.165 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.602 | &nbsp;&nbsp;&nbsp;&nbsp;(3.193) | &nbsp;&nbsp;&nbsp;&nbsp;(1.083) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.148 | &nbsp;&nbsp;&nbsp;&nbsp;(2.743) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.420) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.534) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.531) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.390) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.290) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.680) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$18.83** | &nbsp;&nbsp;&nbsp;**$18.41** | &nbsp;&nbsp;&nbsp;**$18.60** | &nbsp;&nbsp;&nbsp;**$17.83** | &nbsp;&nbsp;&nbsp;**$21.30** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**5.69%** | &nbsp;&nbsp;&nbsp;**2.03%** | &nbsp;&nbsp;&nbsp;**6.52%** | &nbsp;&nbsp;&nbsp;**-13.13%** | &nbsp;&nbsp;&nbsp;**-1.84%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$636 | &nbsp;&nbsp;&nbsp;$488 | &nbsp;&nbsp;&nbsp;$441 | &nbsp;&nbsp;&nbsp;$386 | &nbsp;&nbsp;&nbsp;$465 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Acquired Fund Fees and Expenses | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.59% | &nbsp;&nbsp;&nbsp;3.12% | &nbsp;&nbsp;&nbsp;3.04% | &nbsp;&nbsp;&nbsp;1.87% | &nbsp;&nbsp;&nbsp;2.32% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;7% |

---

1 Calculated based on average shares outstanding.

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

------

Global Bond Index Portfolio

Notes to Financial Statements

The Global Bond 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 seeks to match the return of its target index by investing in selected Vanguard funds and portfolios. The portfolio invests a substantial amount of its assets in Vanguard Variable Insurance Funds Total Bond Market Index Portfolio. The accompanying financial statements of Vanguard Variable Insurance Funds Total Bond Market Index Portfolio should be read in conjunction with the financial statements of the portfolio. Financial statements and other information about each underlying fund and portfolio are available at www.vanguard.com. 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: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.

2. 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.

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

4. Credit 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 borne by the funds in which the portfolio invests (see Note B). 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.

5. Other: Income and capital gain distributions received are recorded on the ex-dividend date. Interest income, if any, includes interest earned on cash and cash collateral. 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. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the portfolio and all other expenses incurred by the portfolio during the year ended December 31, 2025, were borne by the underlying Vanguard funds in which the portfolio invests. The portfolio's trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.

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.

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.**

At December 31, 2025, 100% of the market value of the portfolio's investments was determined based on Level 1 inputs.

------

Global Bond Index Portfolio

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, 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;18901 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(57294) |
| Capital Loss Carryforwards | &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;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;(37970) |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;16158 | &nbsp;&nbsp;&nbsp;12867 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| Total | &nbsp;&nbsp;&nbsp;16197 | &nbsp;&nbsp;&nbsp;13153 |

---

\* 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;693241 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(60709) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(57294) |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | 12197 | &nbsp;&nbsp;&nbsp;&nbsp;6277 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| Redeemed | (5835) | &nbsp;&nbsp;&nbsp;(4210) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |

---

F. Transactions during the period in affiliated underlying Vanguard funds were as follows:

------

Global Bond Index Portfolio

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions |  |
|  | Dec. 31, 2024<br> Market Value<br> ($000) | &nbsp;&nbsp;Purchases<br> at Cost<br> ($000) | &nbsp;&nbsp;Proceeds<br> from<br> Securities<br> Sold<br> ($000) | &nbsp;&nbsp;Realized<br> Net Gain<br> (Loss)<br> ($000) | &nbsp;&nbsp;Change in<br> Unrealized<br> App. (Dep.)<br> ($000) | &nbsp;&nbsp;Income<br> ($000) | &nbsp;&nbsp;Capital Gain<br> Distributions<br> Received<br> ($000) | &nbsp;&nbsp;Dec. 31, 2025<br> Market Value<br> ($000) |
| Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Vanguard Total International Bond Index Fund | 146284 | &nbsp;&nbsp;&nbsp;&nbsp;67029 | &nbsp;&nbsp;19658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;(2887) | &nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp;— | &nbsp;&nbsp;190858 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 341616 | &nbsp;&nbsp;131221 | &nbsp;&nbsp;41137 | &nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;12445 | &nbsp;&nbsp;12136 | &nbsp;&nbsp;— | &nbsp;&nbsp;445079 |
| Total | 487900 | &nbsp;&nbsp;198250 | &nbsp;&nbsp;60795 | &nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;9558 | &nbsp;&nbsp;19679 | &nbsp;&nbsp;— | &nbsp;&nbsp;635947 |

---

1 Not applicable—purchases and sales are for temporary cash investment purposes.

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.

At December 31, 2025, two shareholders (insurance company separate accounts whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) were each a record or beneficial owner of at least 25% or more of the portfolio's net assets, with a combined ownership of 59%. If any of these shareholders were to redeem their investment in the portfolio, the redemption might lead to the realization of taxable capital gains.

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 Global Bond 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 Global Bond 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 transfer agent. 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 $5,312,000, 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 $39,000 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.

Q690GBI 022026

![](tm263123d7vvifgbinpvvifti001.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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&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 |

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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;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 |

---

------

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;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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&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 |

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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;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 |

---

------

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;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.

------

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

------

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.

Q690GBI 022026

------

![](tm263123d7vvifmodaloprtfi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Moderate Allocation Portfolio

------

Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 9 |
| Tax information<br>| 10 |

---

------

Moderate Allocation 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;Market<br> Value•  ($000) |
| **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** |
| **U.S. Stock Funds (36.0%)** | **U.S. Stock Funds (36.0%)** | **U.S. Stock Funds (36.0%)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2876610 | &nbsp;&nbsp;235767 |
| Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196227 | &nbsp;&nbsp;&nbsp;&nbsp;31126 |
|  |  | &nbsp;&nbsp;**266893** |
| **International Stock Fund (24.4%)** | **International Stock Fund (24.4%)** | **International Stock Fund (24.4%)** |
| Vanguard Total International Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4465024 | &nbsp;&nbsp;180967 |
| **U.S. Bond Fund (27.8%)** | **U.S. Bond Fund (27.8%)** | **U.S. Bond Fund (27.8%)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | &nbsp;&nbsp;19138662 | &nbsp;&nbsp;206698 |
| **International Bond Fund (11.8%)** | **International Bond Fund (11.8%)** | **International Bond Fund (11.8%)** |
| Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4540015 | &nbsp;&nbsp;&nbsp;&nbsp;87895 |
| **Total Investment Companies (Cost $631,222)** | **Total Investment Companies (Cost $631,222)** | **742453** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| Vanguard Market Liquidity Fund, 3.780% **(Cost $42)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42** |
| **Total Investments (100.0%) (Cost $631,264)** |  | &nbsp;&nbsp;**742495** |
| **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(320)** |
| **Net Assets (100%)** |  | &nbsp;&nbsp;**742175** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

------

Moderate Allocation 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—Affiliated Funds (Cost $631,264) | 742495 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| **Total Assets** | **742587** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**412** |
| **Net Assets** | **742175** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 586838 |
| Total Distributable Earnings (Loss) | 155337 |
| **Net Assets** | **742175** |
| **Net Assets** |  |
| **Applicable to 22,300,702 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **742175** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$33.28** |

---

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

------

Moderate Allocation Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18682 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18682** |
| **Realized Net Gain (Loss)** |  |
| Capital Gain Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 |
| Affiliated Funds Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22636 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27253** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**58880** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**104815** |

---

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

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Moderate Allocation Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;18682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;27253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28702 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;58880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20119 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;104815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65639 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(45566) | &nbsp;&nbsp;&nbsp;&nbsp;(28783) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;64576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58569 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;45566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28783 |
| Redeemed | (105228) | &nbsp;&nbsp;&nbsp;(100982) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;(13630) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;64163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23226 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**678012** | &nbsp;&nbsp;&nbsp;&nbsp;**654786** |
| **End of Period** | &nbsp;&nbsp;&nbsp;**742175** | &nbsp;&nbsp;&nbsp;&nbsp;**678012** |

---

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

------

Moderate Allocation 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;**$30.75** | &nbsp;&nbsp;&nbsp;**$29.11** | &nbsp;&nbsp;&nbsp;**$26.65** | &nbsp;&nbsp;&nbsp;**$33.89** | &nbsp;&nbsp;&nbsp;**$32.45** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.691 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.470 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.008 | &nbsp;&nbsp;&nbsp;&nbsp;(6.147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.977 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.967 | &nbsp;&nbsp;&nbsp;&nbsp;(5.171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.138 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.496) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.926) | &nbsp;&nbsp;&nbsp;&nbsp;(1.346) | &nbsp;&nbsp;&nbsp;&nbsp;(1.202) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(2.110) | &nbsp;&nbsp;&nbsp;&nbsp;(1.291) | &nbsp;&nbsp;&nbsp;&nbsp;(1.507) | &nbsp;&nbsp;&nbsp;&nbsp;(2.069) | &nbsp;&nbsp;&nbsp;&nbsp;(1.698) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$33.28** | &nbsp;&nbsp;&nbsp;**$30.75** | &nbsp;&nbsp;&nbsp;**$29.11** | &nbsp;&nbsp;&nbsp;**$26.65** | &nbsp;&nbsp;&nbsp;**$33.89** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.19%** | &nbsp;&nbsp;&nbsp;**10.32%** | &nbsp;&nbsp;&nbsp;**15.55%** | &nbsp;&nbsp;&nbsp;**-15.93%** | &nbsp;&nbsp;&nbsp;**10.07%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$742 | &nbsp;&nbsp;&nbsp;$678 | &nbsp;&nbsp;&nbsp;$655 | &nbsp;&nbsp;&nbsp;$550 | &nbsp;&nbsp;&nbsp;$742 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Acquired Fund Fees and Expenses | &nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;0.12% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.67% | &nbsp;&nbsp;&nbsp;2.51% | &nbsp;&nbsp;&nbsp;2.54% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.09% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;10% |

---

1 Calculated based on average shares outstanding.

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

------

Moderate Allocation Portfolio

Notes to Financial Statements

The Moderate Allocation 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 follows a balanced investment strategy by investing in selected Vanguard funds and portfolios to achieve its targeted allocation of assets to U.S. and international stocks, and U.S. and international bonds. Financial statements and other information about each underlying fund and portfolio are available at www.vanguard.com. 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: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.

2. 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.

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

4. Credit 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 borne by the funds in which the portfolio invests (see Note B). 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.

5. Other: Income and capital gain distributions received are recorded on the ex-dividend date. Interest income, if any, includes interest earned on cash and cash collateral. 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. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the portfolio and all other expenses incurred by the portfolio during the year ended December 31, 2025, were borne by the underlying Vanguard funds in which the portfolio invests. The portfolio's trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.

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.

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.**

At December 31, 2025, 100% of the market value of the portfolio's investments was determined based on Level 1 inputs.

------

Moderate Allocation Portfolio

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.

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;17318 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;27064 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;110955 |
| 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;155337 |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;17483 | &nbsp;&nbsp;&nbsp;16090 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;28083 | &nbsp;&nbsp;&nbsp;12693 |
| Total | &nbsp;&nbsp;&nbsp;45566 | &nbsp;&nbsp;&nbsp;28783 |

---

\* 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;631540 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;147277 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(36322) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;110955 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp;1947 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| Redeemed | (3395) | &nbsp;&nbsp;&nbsp;(3386) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450) |

---

------

Moderate Allocation Portfolio

F. Transactions during the period in affiliated underlying Vanguard funds were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions |  |
|  | Dec. 31, 2024<br> Market Value<br> ($000) | &nbsp;&nbsp;Purchases<br> at Cost<br> ($000) | &nbsp;&nbsp;Proceeds<br> from<br> Securities<br> Sold<br> ($000) | &nbsp;&nbsp;Realized<br> Net Gain<br> (Loss)<br> ($000) | &nbsp;&nbsp;Change in<br> Unrealized<br> App. (Dep.)<br> ($000) | &nbsp;&nbsp;Income<br> ($000) | &nbsp;&nbsp;Capital Gain<br> Distributions<br> Received<br> ($000) | &nbsp;&nbsp;Dec. 31, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;33215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;5631 | &nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;31126 |
| Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Vanguard Total International Bond Index Fund | &nbsp;&nbsp;82762 | &nbsp;&nbsp;12131 | &nbsp;&nbsp;&nbsp;&nbsp;5761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;(1268) | &nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;87895 |
| Vanguard Total International Stock Index Fund | 154001 | &nbsp;&nbsp;&nbsp;&nbsp;6699 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;35899 | &nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;180967 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 217048 | &nbsp;&nbsp;18218 | &nbsp;&nbsp;31147 | &nbsp;&nbsp;13823 | &nbsp;&nbsp;17825 | &nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;4617 | &nbsp;&nbsp;235767 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 191622 | &nbsp;&nbsp;29798 | &nbsp;&nbsp;21262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;206698 |
| Total | 678649 | &nbsp;&nbsp;67240 | &nbsp;&nbsp;84951 | &nbsp;&nbsp;22636 | &nbsp;&nbsp;58880 | &nbsp;&nbsp;18682 | &nbsp;&nbsp;4617 | &nbsp;&nbsp;742495 |

---

1 Not applicable—purchases and sales are for temporary cash investment purposes.

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.

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 71% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might lead to the realization of taxable capital gains.

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 Moderate Allocation 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 Moderate Allocation 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 transfer agent. 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, 15.2%, 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 $2,893,000, 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 $28,082,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The portfolio hereby designates 56.7%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

The portfolio designates to shareholders foreign source income of $7,161,000 and foreign taxes paid of $416,000, or if subsequently determined to be different, the maximum amounts allowable by law. Form 1099-DIV reports calendar-year amounts that can be included on the income tax return of shareholders.

Q690MA 022026

------

![](tm263123d7vvifconallprtfi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Conservative Allocation Portfolio

------

Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 9 |
| Tax information<br>| 10 |

---

------

Conservative Allocation 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;Market<br> Value•  ($000) |
| **Investment Companies (100.1%)** | **Investment Companies (100.1%)** | **Investment Companies (100.1%)** |
| **U.S. Stock Funds (24.0%)** | **U.S. Stock Funds (24.0%)** | **U.S. Stock Funds (24.0%)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1367772 | &nbsp;&nbsp;112102 |
| Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94041 | &nbsp;&nbsp;&nbsp;&nbsp;14917 |
|  |  | &nbsp;&nbsp;**127019** |
| **International Stock Fund (16.1%)** | **International Stock Fund (16.1%)** | **International Stock Fund (16.1%)** |
| Vanguard Total International Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;2110135 | &nbsp;&nbsp;&nbsp;&nbsp;85524 |
| **U.S. Bond Fund (42.0%)** | **U.S. Bond Fund (42.0%)** | **U.S. Bond Fund (42.0%)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | &nbsp;&nbsp;20645752 | &nbsp;&nbsp;222974 |
| **International Bond Fund (18.0%)** | **International Bond Fund (18.0%)** | **International Bond Fund (18.0%)** |
| Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4933886 | &nbsp;&nbsp;&nbsp;&nbsp;95520 |
| **Total Investment Companies (Cost $512,522)** | **Total Investment Companies (Cost $512,522)** | **531037** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| Vanguard Market Liquidity Fund, 3.780% **(Cost $111)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**111** |
| **Total Investments (100.1%) (Cost $512,633)** |  | &nbsp;&nbsp;**531148** |
| **Other Assets and Liabilities—Net (-0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(344)** |
| **Net Assets (100%)** |  | &nbsp;&nbsp;**530804** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

------

Conservative Allocation 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—Affiliated Funds (Cost $512,633) | 531148 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **Total Assets** | **531153** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**349** |
| **Net Assets** | **530804** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 482508 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;48296 |
| **Net Assets** | **530804** |
| **Net Assets** |  |
| **Applicable to 20,060,145 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **530804** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$26.46** |

---

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

------

Conservative Allocation Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14978 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14978** |
| **Realized Net Gain (Loss)** |  |
| Capital Gain Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178 |
| Affiliated Funds Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14056 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16234** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**28839** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60051** |

---

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

------

Conservative Allocation Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;14978 | &nbsp;&nbsp;&nbsp;&nbsp;12771 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;16234 | &nbsp;&nbsp;&nbsp;&nbsp;15090 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;28839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;60051 | &nbsp;&nbsp;&nbsp;&nbsp;33563 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;(27810) | &nbsp;&nbsp;&nbsp;&nbsp;(23745) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;81103 | &nbsp;&nbsp;&nbsp;&nbsp;41336 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;27810 | &nbsp;&nbsp;&nbsp;&nbsp;23745 |
| Redeemed | &nbsp;&nbsp;(79243) | &nbsp;&nbsp;&nbsp;&nbsp;(72839) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;29670 | &nbsp;&nbsp;&nbsp;&nbsp;(7758) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;61911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
| **Net Assets** |  |  |
| **Beginning of Period** | **468893** | &nbsp;&nbsp;&nbsp;**466833** |
| **End of Period** | **530804** | &nbsp;&nbsp;&nbsp;**468893** |

---

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

------

Conservative Allocation 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;**$24.93** | &nbsp;&nbsp;&nbsp;**$24.44** | &nbsp;&nbsp;&nbsp;**$22.75** | &nbsp;&nbsp;&nbsp;**$28.60** | &nbsp;&nbsp;&nbsp;**$28.40** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.613 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.345 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.969 | &nbsp;&nbsp;&nbsp;&nbsp;(4.840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.664 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;&nbsp;&nbsp;(4.089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.622 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.440) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.588) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.598) | &nbsp;&nbsp;&nbsp;&nbsp;(1.122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.982) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.469) | &nbsp;&nbsp;&nbsp;&nbsp;(1.281) | &nbsp;&nbsp;&nbsp;&nbsp;(1.060) | &nbsp;&nbsp;&nbsp;&nbsp;(1.761) | &nbsp;&nbsp;&nbsp;&nbsp;(1.422) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$26.46** | &nbsp;&nbsp;&nbsp;**$24.93** | &nbsp;&nbsp;&nbsp;**$24.44** | &nbsp;&nbsp;&nbsp;**$22.75** | &nbsp;&nbsp;&nbsp;**$28.60** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**12.73%** | &nbsp;&nbsp;&nbsp;**7.49%** | &nbsp;&nbsp;&nbsp;**12.51%** | &nbsp;&nbsp;&nbsp;**-14.90%** | &nbsp;&nbsp;&nbsp;**5.99%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$531 | &nbsp;&nbsp;&nbsp;$469 | &nbsp;&nbsp;&nbsp;$467 | &nbsp;&nbsp;&nbsp;$432 | &nbsp;&nbsp;&nbsp;$549 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Acquired Fund Fees and Expenses | &nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.00% | &nbsp;&nbsp;&nbsp;2.73% | &nbsp;&nbsp;&nbsp;2.71% | &nbsp;&nbsp;&nbsp;1.89% | &nbsp;&nbsp;&nbsp;2.17% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;12% |

---

1 Calculated based on average shares outstanding.

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

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Conservative Allocation Portfolio

Notes to Financial Statements

The Conservative Allocation 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 follows a balanced investment strategy by investing in selected Vanguard funds and portfolios to achieve its targeted allocation of assets to U.S. and international stocks, and U.S. and international bonds. Financial statements and other information about each underlying fund and portfolio are available at www.vanguard.com. 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: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.

2. 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.

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

4. Credit 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 borne by the funds in which the portfolio invests (see Note B). 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.

5. Other: Income and capital gain distributions received are recorded on the ex-dividend date. Interest income, if any, includes interest earned on cash and cash collateral. 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. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the portfolio and all other expenses incurred by the portfolio during the year ended December 31, 2025, were borne by the underlying Vanguard funds in which the portfolio invests. The portfolio's trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.

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.

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.**

At December 31, 2025, 100% of the market value of the portfolio's investments was determined based on Level 1 inputs.

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Conservative Allocation Portfolio

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.

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:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;14191 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;15826 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;18279 |
| 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;48296 |

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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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;13072 | &nbsp;&nbsp;&nbsp;12984 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;14738 | &nbsp;&nbsp;&nbsp;10761 |
| Total | &nbsp;&nbsp;&nbsp;27810 | &nbsp;&nbsp;&nbsp;23745 |

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\* 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:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;512869 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;58646 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(40367) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;18279 |

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E. Capital shares issued and redeemed were:

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| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
| Redeemed | (3135) | &nbsp;&nbsp;&nbsp;(2979) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294) |

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Conservative Allocation Portfolio

F. Transactions during the period in affiliated underlying Vanguard funds were as follows:

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions |  |
|  | Dec. 31, 2024<br> Market Value<br> ($000) | &nbsp;&nbsp;Purchases<br> at Cost<br> ($000) | &nbsp;&nbsp;Proceeds<br> from<br> Securities<br> Sold<br> ($000) | &nbsp;&nbsp;Realized<br> Net Gain<br> (Loss)<br> ($000) | &nbsp;&nbsp;Change in<br> Unrealized<br> App. (Dep.)<br> ($000) | &nbsp;&nbsp;Income<br> ($000) | &nbsp;&nbsp;Capital Gain<br> Distributions<br> Received<br> ($000) | &nbsp;&nbsp;Dec. 31, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;15679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;14917 |
| Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| Vanguard Total International Bond Index Fund | &nbsp;&nbsp;85439 | &nbsp;&nbsp;15047 | &nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;(1358) | &nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;95520 |
| Vanguard Total International Stock Index Fund | &nbsp;&nbsp;72098 | &nbsp;&nbsp;&nbsp;&nbsp;9346 | &nbsp;&nbsp;15814 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;15984 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;85524 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;97619 | &nbsp;&nbsp;19759 | &nbsp;&nbsp;21003 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;7482 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;2178 | &nbsp;&nbsp;112102 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 198143 | &nbsp;&nbsp;38076 | &nbsp;&nbsp;20336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;6687 | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;222974 |
| Total | 468978 | &nbsp;&nbsp;83101 | &nbsp;&nbsp;63937 | &nbsp;&nbsp;14056 | &nbsp;&nbsp;28839 | &nbsp;&nbsp;14978 | &nbsp;&nbsp;2178 | &nbsp;&nbsp;531148 |

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1 Not applicable—purchases and sales are for temporary cash investment purposes.

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.

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 72% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might lead to the realization of taxable capital gains.

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.

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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 Conservative Allocation 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 Conservative Allocation 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 transfer agent. 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.

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Tax information (unaudited)

For corporate shareholders, 9.6%, 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 $3,080,000, 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 $14,738,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The portfolio hereby designates 82.5%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

The portfolio designates to shareholders foreign source income of $4,694,000 and foreign taxes paid of $201,000, or if subsequently determined to be different, the maximum amounts allowable by law. Form 1099-DIV reports calendar-year amounts that can be included on the income tax return of shareholders.

Q690CA 022026

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![](tm263123d7vvifmdcpidxprti001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Mid-Cap Index Portfolio

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Contents

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| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 15 |
| Tax information<br>| 16 |

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Mid-Cap 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.

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| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** |
| **Basic Materials (2.7%)** | **Basic Materials (2.7%)** | **Basic Materials (2.7%)** | **Basic Materials (2.7%)** |
|  | Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;384636 | &nbsp;&nbsp;&nbsp;&nbsp;38406 |
|  | Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;404652 | &nbsp;&nbsp;&nbsp;&nbsp;16239 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76630 | &nbsp;&nbsp;&nbsp;&nbsp;12499 |
|  | International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;186120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**86360** |
| **Consumer Discretionary (15.5%)** | **Consumer Discretionary (15.5%)** | **Consumer Discretionary (15.5%)** | **Consumer Discretionary (15.5%)** |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;328808 | &nbsp;&nbsp;&nbsp;&nbsp;26739 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86512 | &nbsp;&nbsp;&nbsp;&nbsp;24130 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;829753 | &nbsp;&nbsp;&nbsp;&nbsp;23913 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114631 | &nbsp;&nbsp;&nbsp;&nbsp;20650 |
| <sup>\*</sup> | Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47355 | &nbsp;&nbsp;&nbsp;&nbsp;19985 |
|  | Ford Motor Co. | &nbsp;&nbsp;1379450 | &nbsp;&nbsp;&nbsp;&nbsp;18098 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88155 | &nbsp;&nbsp;&nbsp;&nbsp;18013 |
| <sup>\*</sup> | ROBLOX Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;219276 | &nbsp;&nbsp;&nbsp;&nbsp;17768 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;230152 | &nbsp;&nbsp;&nbsp;&nbsp;15973 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61872 | &nbsp;&nbsp;&nbsp;&nbsp;15841 |
|  | Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;159600 | &nbsp;&nbsp;&nbsp;&nbsp;15601 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97865 | &nbsp;&nbsp;&nbsp;&nbsp;14805 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159314 | &nbsp;&nbsp;&nbsp;&nbsp;13876 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92647 | &nbsp;&nbsp;&nbsp;&nbsp;13344 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115506 | &nbsp;&nbsp;&nbsp;&nbsp;12916 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;307075 | &nbsp;&nbsp;&nbsp;&nbsp;12022 |
| <sup>\*</sup> | Flutter Entertainment plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55502 | &nbsp;&nbsp;&nbsp;&nbsp;11935 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40964 | &nbsp;&nbsp;&nbsp;&nbsp;11767 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57624 | &nbsp;&nbsp;&nbsp;&nbsp;11689 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41243 | &nbsp;&nbsp;&nbsp;&nbsp;11685 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;370373 | &nbsp;&nbsp;&nbsp;&nbsp;11311 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77581 | &nbsp;&nbsp;&nbsp;&nbsp;10300 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9940 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9562 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;186240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9314 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8622 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8401 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8056 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7896 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7544 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;182282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7534 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;107244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029 |
| <sup>\*</sup> | Trade Desk Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;155201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 |
| <sup>\*</sup> | Burlington Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 |
|  | Lennar Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  |  |  | &nbsp;&nbsp;**499159** |
| **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** | **Consumer Staples (5.0%)** |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64956 | &nbsp;&nbsp;&nbsp;&nbsp;21939 |
|  | Corteva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;240740 | &nbsp;&nbsp;&nbsp;&nbsp;16137 |
|  | Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;210212 | &nbsp;&nbsp;&nbsp;&nbsp;13134 |

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Mid-Cap Index Portfolio

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| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;454918 | &nbsp;&nbsp;&nbsp;&nbsp;12742 |
|  | Sysco Corp. | &nbsp;&nbsp;168781 | &nbsp;&nbsp;&nbsp;&nbsp;12438 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;116973 | &nbsp;&nbsp;&nbsp;&nbsp;11801 |
|  | Kenvue Inc. | &nbsp;&nbsp;675272 | &nbsp;&nbsp;&nbsp;&nbsp;11649 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;169390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9738 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;52227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504 |
|  | General Mills Inc. | &nbsp;&nbsp;188017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8743 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7097 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;292050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;89259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;99767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  |  |  | &nbsp;&nbsp;**160740** |
| **Energy (6.6%)** | **Energy (6.6%)** | **Energy (6.6%)** | **Energy (6.6%)** |
|  | SLB Ltd. | &nbsp;&nbsp;526567 | &nbsp;&nbsp;&nbsp;&nbsp;20210 |
|  | Phillips 66 | &nbsp;&nbsp;142018 | &nbsp;&nbsp;&nbsp;&nbsp;18326 |
|  | Valero Energy Corp. | &nbsp;&nbsp;107507 | &nbsp;&nbsp;&nbsp;&nbsp;17501 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;105953 | &nbsp;&nbsp;&nbsp;&nbsp;17231 |
|  | ONEOK Inc. | &nbsp;&nbsp;221781 | &nbsp;&nbsp;&nbsp;&nbsp;16301 |
|  | Baker Hughes Co. | &nbsp;&nbsp;347811 | &nbsp;&nbsp;&nbsp;&nbsp;15839 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75862 | &nbsp;&nbsp;&nbsp;&nbsp;14747 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75659 | &nbsp;&nbsp;&nbsp;&nbsp;13959 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;215219 | &nbsp;&nbsp;&nbsp;&nbsp;12937 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;260435 | &nbsp;&nbsp;&nbsp;&nbsp;10709 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;333263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9161 |
|  | Devon Energy Corp. | &nbsp;&nbsp;221097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | Halliburton Co. | &nbsp;&nbsp;266981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;254931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6710 |
|  | EQT Corp. | &nbsp;&nbsp;109978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 |
| <sup>1</sup> | Venture Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  |  |  | &nbsp;&nbsp;**212846** |
| **Financials (13.8%)** | **Financials (13.8%)** | **Financials (13.8%)** | **Financials (13.8%)** |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | &nbsp;&nbsp;277170 | &nbsp;&nbsp;&nbsp;&nbsp;31348 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;90514 | &nbsp;&nbsp;&nbsp;&nbsp;23424 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;92236 | &nbsp;&nbsp;&nbsp;&nbsp;19199 |
|  | Nasdaq Inc. | &nbsp;&nbsp;181137 | &nbsp;&nbsp;&nbsp;&nbsp;17594 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;76400 | &nbsp;&nbsp;&nbsp;&nbsp;17277 |
|  | American International Group Inc. | &nbsp;&nbsp;190188 | &nbsp;&nbsp;&nbsp;&nbsp;16271 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32747 | &nbsp;&nbsp;&nbsp;&nbsp;16057 |
|  | MetLife Inc. | &nbsp;&nbsp;197408 | &nbsp;&nbsp;&nbsp;&nbsp;15583 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25160 | &nbsp;&nbsp;&nbsp;&nbsp;14435 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;123369 | &nbsp;&nbsp;&nbsp;&nbsp;13926 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98218 | &nbsp;&nbsp;&nbsp;&nbsp;13534 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93531 | &nbsp;&nbsp;&nbsp;&nbsp;12066 |
|  | Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72613 | &nbsp;&nbsp;&nbsp;&nbsp;11736 |
| <sup>\*</sup> | Arch Capital Group Ltd. | &nbsp;&nbsp;121422 | &nbsp;&nbsp;&nbsp;&nbsp;11647 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;33748 | &nbsp;&nbsp;&nbsp;&nbsp;11090 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54172 | &nbsp;&nbsp;&nbsp;&nbsp;10915 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;232993 | &nbsp;&nbsp;&nbsp;&nbsp;10906 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71605 | &nbsp;&nbsp;&nbsp;&nbsp;10366 |
|  | Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92371 | &nbsp;&nbsp;&nbsp;&nbsp;10186 |
|  | LPL Financial Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28211 | &nbsp;&nbsp;&nbsp;&nbsp;10076 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62391 | &nbsp;&nbsp;&nbsp;&nbsp;10019 |
|  | Interactive Brokers Group Inc. Class A | &nbsp;&nbsp;149130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;551838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9258 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182 |
| <sup>\*</sup> | Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;143820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8401 |
|  | Regions Financial Corp. | &nbsp;&nbsp;309082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8376 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;102285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152 |
|  | KeyCorp | &nbsp;&nbsp;385228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7951 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7876 |
|  | W R Berkley Corp. | &nbsp;&nbsp;100458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831 |
|  | Rocket Cos. Inc. Class A | &nbsp;&nbsp;323803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6137 |
|  | Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | Blue Owl Capital Inc. Class A | &nbsp;&nbsp;116948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 |
|  |  |  | &nbsp;&nbsp;**446643** |
| **Health Care (7.9%)** | **Health Care (7.9%)** | **Health Care (7.9%)** | **Health Care (7.9%)** |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;100600 | &nbsp;&nbsp;&nbsp;&nbsp;19523 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28145 | &nbsp;&nbsp;&nbsp;&nbsp;19041 |
| <sup>\*</sup> | Alnylam Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46566 | &nbsp;&nbsp;&nbsp;&nbsp;18517 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;204537 | &nbsp;&nbsp;&nbsp;&nbsp;17437 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83744 | &nbsp;&nbsp;&nbsp;&nbsp;17209 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99769 | &nbsp;&nbsp;&nbsp;&nbsp;13576 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57024 | &nbsp;&nbsp;&nbsp;&nbsp;12854 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;152529 | &nbsp;&nbsp;&nbsp;&nbsp;12510 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51447 | &nbsp;&nbsp;&nbsp;&nbsp;12392 |
| <sup>\*</sup> | Veeva Systems Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;52145 | &nbsp;&nbsp;&nbsp;&nbsp;11640 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42392 | &nbsp;&nbsp;&nbsp;&nbsp;10858 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;137468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9124 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 |
|  | Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8795 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;34593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7330 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6977 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 |
| <sup>\*</sup> | Insmed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6281 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;86720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
| <sup>\*</sup> | Medline Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
|  |  |  | &nbsp;&nbsp;**253396** |
| **Industrials (19.7%)** | **Industrials (19.7%)** | **Industrials (19.7%)** | **Industrials (19.7%)** |
|  | CRH plc | &nbsp;&nbsp;236150 | &nbsp;&nbsp;&nbsp;&nbsp;29471 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;141717 | &nbsp;&nbsp;&nbsp;&nbsp;29055 |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19851 | &nbsp;&nbsp;&nbsp;&nbsp;26399 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48654 | &nbsp;&nbsp;&nbsp;&nbsp;24835 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52559 | &nbsp;&nbsp;&nbsp;&nbsp;22183 |
|  | PACCAR Inc. | &nbsp;&nbsp;185121 | &nbsp;&nbsp;&nbsp;&nbsp;20273 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65931 | &nbsp;&nbsp;&nbsp;&nbsp;19355 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22428 | &nbsp;&nbsp;&nbsp;&nbsp;18151 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81137 | &nbsp;&nbsp;&nbsp;&nbsp;16658 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15922 | &nbsp;&nbsp;&nbsp;&nbsp;16066 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39572 | &nbsp;&nbsp;&nbsp;&nbsp;15396 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69077 | &nbsp;&nbsp;&nbsp;&nbsp;15379 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26423 | &nbsp;&nbsp;&nbsp;&nbsp;15006 |
|  | Carrier Global Corp. | &nbsp;&nbsp;282013 | &nbsp;&nbsp;&nbsp;&nbsp;14902 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7939 | &nbsp;&nbsp;&nbsp;&nbsp;13422 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;46572 | &nbsp;&nbsp;&nbsp;&nbsp;13283 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21256 | &nbsp;&nbsp;&nbsp;&nbsp;13235 |
|  | Johnson Controls International plc | &nbsp;&nbsp;107706 | &nbsp;&nbsp;&nbsp;&nbsp;12898 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60258 | &nbsp;&nbsp;&nbsp;&nbsp;12862 |
|  | Paychex Inc. | &nbsp;&nbsp;114165 | &nbsp;&nbsp;&nbsp;&nbsp;12807 |
| <sup>\*</sup> | Fiserv Inc. | &nbsp;&nbsp;189577 | &nbsp;&nbsp;&nbsp;&nbsp;12734 |
| <sup>\*</sup> | Block Inc. Class A | &nbsp;&nbsp;193038 | &nbsp;&nbsp;&nbsp;&nbsp;12565 |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60342 | &nbsp;&nbsp;&nbsp;&nbsp;12261 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;182530 | &nbsp;&nbsp;&nbsp;&nbsp;12131 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;137364 | &nbsp;&nbsp;&nbsp;&nbsp;11999 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85817 | &nbsp;&nbsp;&nbsp;&nbsp;11687 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60200 | &nbsp;&nbsp;&nbsp;&nbsp;11322 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;139264 | &nbsp;&nbsp;&nbsp;&nbsp;11032 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49123 | &nbsp;&nbsp;&nbsp;&nbsp;10988 |
|  | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37426 | &nbsp;&nbsp;&nbsp;&nbsp;10811 |
|  | Synchrony Financial | &nbsp;&nbsp;126954 | &nbsp;&nbsp;&nbsp;&nbsp;10592 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66330 | &nbsp;&nbsp;&nbsp;&nbsp;10400 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;10038 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;164897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9439 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8296 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7039 |
|  | HEICO Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;26648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;31714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | Fortive Corp. | &nbsp;&nbsp;111948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 |
|  | HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162 |
|  | TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;34277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 |
|  | Dow Inc. | &nbsp;&nbsp;124581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 |
| <sup>\*</sup> | Symbotic Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  |  |  | &nbsp;&nbsp;**634542** |
| **Real Estate (5.6%)** | **Real Estate (5.6%)** | **Real Estate (5.6%)** | **Real Estate (5.6%)** |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;121076 | &nbsp;&nbsp;&nbsp;&nbsp;18732 |
|  | Realty Income Corp. | &nbsp;&nbsp;324254 | &nbsp;&nbsp;&nbsp;&nbsp;18278 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;104894 | &nbsp;&nbsp;&nbsp;&nbsp;16866 |
|  | Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;55663 | &nbsp;&nbsp;&nbsp;&nbsp;14445 |
|  | Crown Castle Inc. | &nbsp;&nbsp;153497 | &nbsp;&nbsp;&nbsp;&nbsp;13641 |
|  | Ventas Inc. | &nbsp;&nbsp;165570 | &nbsp;&nbsp;&nbsp;&nbsp;12812 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;376747 | &nbsp;&nbsp;&nbsp;&nbsp;10594 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54662 | &nbsp;&nbsp;&nbsp;&nbsp;10118 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;149384 | &nbsp;&nbsp;&nbsp;&nbsp;10045 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9742 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9049 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | Equity Residential | &nbsp;&nbsp;127412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8032 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7264 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;205272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;126807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  |  |  | &nbsp;&nbsp;**182373** |
| **Technology (13.3%)** | **Technology (13.3%)** | **Technology (13.3%)** | **Technology (13.3%)** |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;121739 | &nbsp;&nbsp;&nbsp;&nbsp;27571 |
|  | Corning Inc. | &nbsp;&nbsp;271976 | &nbsp;&nbsp;&nbsp;&nbsp;23814 |
|  | TE Connectivity plc | &nbsp;&nbsp;103693 | &nbsp;&nbsp;&nbsp;&nbsp;23591 |
|  | Vertiv Holdings Co. Class A | &nbsp;&nbsp;134763 | &nbsp;&nbsp;&nbsp;&nbsp;21833 |
| <sup>\*</sup> | Cloudflare Inc. Class A | &nbsp;&nbsp;105560 | &nbsp;&nbsp;&nbsp;&nbsp;20811 |
|  | Western Digital Corp. | &nbsp;&nbsp;120510 | &nbsp;&nbsp;&nbsp;&nbsp;20760 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;75273 | &nbsp;&nbsp;&nbsp;&nbsp;20729 |
| <sup>\*</sup> | Datadog Inc. Class A | &nbsp;&nbsp;114708 | &nbsp;&nbsp;&nbsp;&nbsp;15599 |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16041 | &nbsp;&nbsp;&nbsp;&nbsp;14539 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;170112 | &nbsp;&nbsp;&nbsp;&nbsp;14119 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;151928 | &nbsp;&nbsp;&nbsp;&nbsp;12911 |
| <sup>\*</sup> | Snowflake Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;56722 | &nbsp;&nbsp;&nbsp;&nbsp;12443 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;190486 | &nbsp;&nbsp;&nbsp;&nbsp;12138 |
| <sup>\*</sup> | MongoDB Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27242 | &nbsp;&nbsp;&nbsp;&nbsp;11433 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;465063 | &nbsp;&nbsp;&nbsp;&nbsp;11171 |
| <sup>\*</sup> | Reddit Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;46150 | &nbsp;&nbsp;&nbsp;&nbsp;10609 |
| <sup>\*</sup> | Atlassian Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;59229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9603 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;111395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443 |
| <sup>\*</sup> | Zscaler Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
| <sup>\*</sup> | Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;37536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062 |
| <sup>\*</sup> | CoreWeave Inc. Class A | &nbsp;&nbsp;108956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;141816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679 |
| <sup>\*</sup> | Zoom Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | HP Inc. | &nbsp;&nbsp;329450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7336 |
| <sup>\*</sup> | Strategy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7144 |
| <sup>\*</sup> | HubSpot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7039 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6884 |
|  | SS&C Technologies Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6391 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;47627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;178851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
| <sup>\*</sup> | Pinterest Inc. Class A | &nbsp;&nbsp;199531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 |
|  | Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 |
|  | Gen Digital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**430403** |
| **Telecommunications (0.9%)** | **Telecommunications (0.9%)** | **Telecommunications (0.9%)** | **Telecommunications (0.9%)** |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22503 |
| <sup>\*</sup> | Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;29650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6189 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**28692** |
| **Utilities (8.9%)** | **Utilities (8.9%)** | **Utilities (8.9%)** | **Utilities (8.9%)** |
|  | Constellation Energy Corp. | &nbsp;&nbsp;110114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38900 |
|  | Vistra Corp. | &nbsp;&nbsp;119424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19267 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;300981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17634 |
|  | Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15824 |
|  | Exelon Corp. | &nbsp;&nbsp;355823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15510 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;208498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 |
|  | Entergy Corp. | &nbsp;&nbsp;157411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;175934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14128 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;127216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12635 |
|  | PG&E Corp. | &nbsp;&nbsp;754460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12124 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;114653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12091 |
|  | Sempra | &nbsp;&nbsp;115026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10156 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9521 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 |
|  | Eversource Energy | &nbsp;&nbsp;132242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8904 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;230108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8822 |
|  | PPL Corp. | &nbsp;&nbsp;247683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8674 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;193243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8651 |
|  | Edison International | &nbsp;&nbsp;135625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8140 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;62221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 |
|  | CMS Energy Corp. | &nbsp;&nbsp;107256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 |
|  | NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**287776** |
| **Total Common Stocks (Cost $2,329,754)** | **Total Common Stocks (Cost $2,329,754)** | **Total Common Stocks (Cost $2,329,754)** | **3222930** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>2,3</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $635)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**635** |
| **Total Investments (99.9%) (Cost $2,330,389)** | **Total Investments (99.9%) (Cost $2,330,389)** | **Total Investments (99.9%) (Cost $2,330,389)** | **3223565** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3817** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**3227382** |

---

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 $104. |
| 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 $122 was received for securities on loan. |

---

------

Mid-Cap Index 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 | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| E-mini S&P 500 Index | March 2026 | 2 | &nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;— |
| E-mini S&P Mid-Cap 400 Index | March 2026 | 8 | 2660 | &nbsp;&nbsp;(39) |
|  |  |  |  | &nbsp;&nbsp;(39) |

---

&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 | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation) ($000) |
| NetApp Inc. | 8/31/2026 | BANA | 144 | (4.320) |  | (4) |

---

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

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

------

Mid-Cap 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<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $2,329,754) | 3222930 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $635) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
| Total Investments in Securities | 3223565 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
| **Total Assets** | **3228558** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1176** |
| **Net Assets** | **3227382** |
| 1 Includes $104 of securities on loan. |  |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2127623 |
| Total Distributable Earnings (Loss) | 1099759 |
| **Net Assets** | **3227382** |
| **Net Assets** |  |
| **Applicable to 115,422,927 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3227382** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$27.96** |

---

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

------

Mid-Cap Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49176 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49704 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5206 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**44498** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165910 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**166036** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122985 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**122973** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**333507** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $24. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $139, $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Mid-Cap Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37452 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;166036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149170 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;122973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190514 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;333507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377136 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(186761) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68219) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;514098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420032 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;186761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68219 |
| Redeemed | &nbsp;&nbsp;&nbsp;(511640) | &nbsp;&nbsp;&nbsp;&nbsp;(456272) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;189219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31979 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;335965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340896 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2891417** | &nbsp;&nbsp;&nbsp;**2550521** |
| **End of Period** | **3227382** | &nbsp;&nbsp;&nbsp;**2891417** |

---

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

------

Mid-Cap 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;**$26.84** | &nbsp;&nbsp;&nbsp;**$23.93** | &nbsp;&nbsp;&nbsp;**$21.38** | &nbsp;&nbsp;&nbsp;**$29.48** | &nbsp;&nbsp;&nbsp;**$25.77** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.284 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.934 | &nbsp;&nbsp;&nbsp;&nbsp;(5.464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.642 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.270 | &nbsp;&nbsp;&nbsp;&nbsp;(5.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.926 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.356) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.318) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.401) | &nbsp;&nbsp;&nbsp;&nbsp;(2.673) | &nbsp;&nbsp;&nbsp;&nbsp;(1.898) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.652) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.720) | &nbsp;&nbsp;&nbsp;&nbsp;(2.955) | &nbsp;&nbsp;&nbsp;&nbsp;(2.216) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$27.96** | &nbsp;&nbsp;&nbsp;**$26.84** | &nbsp;&nbsp;&nbsp;**$23.93** | &nbsp;&nbsp;&nbsp;**$21.38** | &nbsp;&nbsp;&nbsp;**$29.48** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**11.54%** | &nbsp;&nbsp;&nbsp;**15.08%** | &nbsp;&nbsp;&nbsp;**15.83%** | &nbsp;&nbsp;&nbsp;**-18.82%** | &nbsp;&nbsp;&nbsp;**24.36%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$3227 | &nbsp;&nbsp;&nbsp;$2891 | &nbsp;&nbsp;&nbsp;$2551 | &nbsp;&nbsp;&nbsp;$2231 | &nbsp;&nbsp;&nbsp;$2781 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.17% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;1.53% | &nbsp;&nbsp;&nbsp;1.39% | &nbsp;&nbsp;&nbsp;1.03% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;22% | &nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;20% |

---

---

| | |
|:---|:---|
| 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 0.17%. |

---

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

------

Mid-Cap Index Portfolio

Notes to Financial Statements

The Mid-Cap 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. 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 objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The portfolio may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. 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 less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

3. 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.

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.

------

Mid-Cap Index Portfolio

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.

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.

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 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 $77,000, representing less than 0.01% of the portfolio's net assets and 0.03% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

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

------

Mid-Cap Index 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:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | 3222930 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3222930 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
| Total | 3223565 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3223565 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43) |

---

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. 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;55171 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152090 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892498 |
| 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;1099759 |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;59028 | &nbsp;&nbsp;&nbsp;40255 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;127733 | &nbsp;&nbsp;&nbsp;27964 |
| Total | &nbsp;&nbsp;&nbsp;186761 | &nbsp;&nbsp;&nbsp;68219 |

---

\* 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;2331067 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1019723 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(127225) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892498 |

---

E. During the year ended December 31, 2025, the portfolio purchased $727,049,000 of investment securities and sold $678,076,000 of investment securities, other than temporary cash investments.

------

Mid-Cap Index Portfolio

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 $46,444,000 and sales were $353,524,000, resulting in net realized gain of $36,341,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

F. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;19112 | &nbsp;&nbsp;&nbsp;&nbsp;16602 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 |
| Redeemed | (19018) | &nbsp;&nbsp;&nbsp;(18190) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;7714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 |

---

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.

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 26% 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.

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 Mid-Cap 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 Mid-Cap 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)

For corporate shareholders, 69.4%, 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 $71,000, 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 $127,732,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690MC 022026

------

![](tm263123d7vviftoinstmipti001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total International Stock Market Index Portfolio

------

Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 9 |
| Tax information<br>| 10 |

---

------

Total International Stock 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.1%)** | **Investment Companies (100.1%)** | **Investment Companies (100.1%)** | **Investment Companies (100.1%)** |
| **International Stock Funds (100.1%)** | **International Stock Funds (100.1%)** | **International Stock Funds (100.1%)** | **International Stock Funds (100.1%)** |
|  | Vanguard FTSE All-World ex-US Index Fund Admiral Shares | &nbsp;&nbsp;15114253 | &nbsp;&nbsp;&nbsp;&nbsp;690873 |
|  | Vanguard Developed Markets Index Fund Admiral Shares | &nbsp;&nbsp;34378106 | &nbsp;&nbsp;&nbsp;&nbsp;689969 |
|  | Vanguard Emerging Markets Stock Index Fund Admiral Shares | &nbsp;&nbsp;10461623 | &nbsp;&nbsp;&nbsp;&nbsp;466693 |
|  | Vanguard European Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;2823399 | &nbsp;&nbsp;&nbsp;&nbsp;294989 |
|  | Vanguard Pacific Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;1767204 | &nbsp;&nbsp;&nbsp;&nbsp;198103 |
|  | Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;2032936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71966 |
|  | Vanguard FTSE Canada All Cap Index ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43181 |
| **Total Investment Companies (Cost $2,027,943)** | **Total Investment Companies (Cost $2,027,943)** | **Total Investment Companies (Cost $2,027,943)** | **2455774** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $2)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2** |
| **Total Investments (100.1%) (Cost $2,027,945)** | **Total Investments (100.1%) (Cost $2,027,945)** |  | &nbsp;&nbsp;**2455776** |
| **Other Assets and Liabilities—Net (-0.1%)** | **Other Assets and Liabilities—Net (-0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1629)** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**2454147** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

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Total International Stock 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—Affiliated Funds (Cost $2,027,945) | 2455776 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 |
| **Total Assets** | **2458152** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4005** |
| **Net Assets** | **2454147** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1933180 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;520967 |
| **Net Assets** | **2454147** |
| **Net Assets** |  |
| **Applicable to 91,361,126 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2454147** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$26.86** |

---

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

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Total International Stock Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70005 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70005** |
| **Realized Net Gain (Loss)** |  |
| Affiliated Funds Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34989 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34963** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**436443** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**541411** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $149. |

---

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

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Total International Stock Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48699 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31597 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;436443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8868) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;541411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71428 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(83042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52565) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;722059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537115 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52565 |
| Redeemed | &nbsp;&nbsp;&nbsp;(370765) | &nbsp;&nbsp;&nbsp;&nbsp;(360953) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;434336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228727 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;892705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247590 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1561442** | &nbsp;&nbsp;&nbsp;**1313852** |
| **End of Period** | **2454147** | &nbsp;&nbsp;&nbsp;**1561442** |

---

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

------

Total International Stock 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;**$21.38** | &nbsp;&nbsp;&nbsp;**$21.09** | &nbsp;&nbsp;&nbsp;**$19.05** | &nbsp;&nbsp;&nbsp;**$24.23** | &nbsp;&nbsp;&nbsp;**$22.98** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.730 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.204 | &nbsp;&nbsp;&nbsp;&nbsp;(4.351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.202 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.870 | &nbsp;&nbsp;&nbsp;&nbsp;(3.729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.932 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.462) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.220) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.772) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.830) | &nbsp;&nbsp;&nbsp;&nbsp;(1.451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.682) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$26.86** | &nbsp;&nbsp;&nbsp;**$21.38** | &nbsp;&nbsp;&nbsp;**$21.09** | &nbsp;&nbsp;&nbsp;**$19.05** | &nbsp;&nbsp;&nbsp;**$24.23** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**32.04%** | &nbsp;&nbsp;&nbsp;**5.06%** | &nbsp;&nbsp;&nbsp;**15.54%** | &nbsp;&nbsp;&nbsp;**-16.01%** | &nbsp;&nbsp;&nbsp;**8.53%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$2454 | &nbsp;&nbsp;&nbsp;$1561 | &nbsp;&nbsp;&nbsp;$1314 | &nbsp;&nbsp;&nbsp;$1209 | &nbsp;&nbsp;&nbsp;$1126 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Acquired Fund Fees and Expenses | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.10% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.55% | &nbsp;&nbsp;&nbsp;3.25% | &nbsp;&nbsp;&nbsp;3.36% | &nbsp;&nbsp;&nbsp;3.16% | &nbsp;&nbsp;&nbsp;3.03% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;12% |

---

1 Calculated based on average shares outstanding.

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

------

Total International Stock Market Index Portfolio

Notes to Financial Statements

The Total International Stock 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 seeks to match the return of its target index by investing in selected Vanguard funds and portfolios. Financial statements and other information about each underlying fund and portfolio are available at www.vanguard.com. 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: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Underlying ETFs are valued at the latest quoted sales prices or official closing prices taken from their primary market or, if not traded on the valuation date, at the mean of the latest quoted bid and asked prices.

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 stock and bond futures contracts to a limited extent, with the objectives of maintaining full exposure to the market and maintaining its target asset allocation. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of investments 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.

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. 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 borne by the funds in which the portfolio invests (see Note B). 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.

7. Other: Income and capital gain distributions received are recorded on the ex-dividend date. Interest income, if any, includes interest earned on cash

------

Total International Stock Market Index Portfolio

and cash collateral. 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. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the portfolio and all other expenses incurred by the portfolio during the year ended December 31, 2025, were borne by the underlying Vanguard funds in which the portfolio invests. The portfolio's trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.

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.

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.**

At December 31, 2025, 100% of the market value of the portfolio's investments was determined based on Level 1 inputs.

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.

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;79710 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;31357 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;409900 |
| 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;520967 |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;56690 | &nbsp;&nbsp;&nbsp;48714 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;26352 | &nbsp;&nbsp;&nbsp;&nbsp;3851 |
| Total | &nbsp;&nbsp;&nbsp;83042 | &nbsp;&nbsp;&nbsp;52565 |

---

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

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Total International Stock Market Index Portfolio

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;2045876 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410555 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(655) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409900 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;30124 | &nbsp;&nbsp;&nbsp;&nbsp;24694 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474 |
| Redeemed | (15637) | &nbsp;&nbsp;&nbsp;(16435) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;18326 | &nbsp;&nbsp;&nbsp;&nbsp;10733 |

---

F. Transactions during the period in affiliated underlying Vanguard funds were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions |  |
|  | Dec. 31, 2024<br> Market Value<br> ($000) | &nbsp;&nbsp;Purchases<br> at Cost<br> ($000) | &nbsp;&nbsp;Proceeds<br> from<br> Securities<br> Sold<sup>1</sup><br> ($000) | &nbsp;&nbsp;Realized<br> Net Gain<br> (Loss)<br> ($000) | &nbsp;&nbsp;Change in<br> Unrealized<br> App. (Dep.)<br> ($000) | &nbsp;&nbsp;Income<br> ($000) | &nbsp;&nbsp;Capital Gain<br> Distributions<br> Received<br> ($000) | &nbsp;&nbsp;Dec. 31, 2025<br> Market Value<br> ($000) |
| Vanguard Developed Markets Index Fund | &nbsp;&nbsp;&nbsp;437036 | &nbsp;&nbsp;157659 | &nbsp;&nbsp;&nbsp;&nbsp;48165 | &nbsp;&nbsp;&nbsp;&nbsp;8986 | &nbsp;&nbsp;134453 | &nbsp;&nbsp;20434 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;689969 |
| Vanguard Emerging Markets Stock Index Fund | &nbsp;&nbsp;&nbsp;302437 | &nbsp;&nbsp;160006 | &nbsp;&nbsp;&nbsp;&nbsp;67032 | &nbsp;&nbsp;&nbsp;&nbsp;8428 | &nbsp;&nbsp;&nbsp;&nbsp;62854 | &nbsp;&nbsp;11995 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;466693 |
| Vanguard European Stock Index Fund | &nbsp;&nbsp;&nbsp;179904 | &nbsp;&nbsp;&nbsp;&nbsp;84172 | &nbsp;&nbsp;&nbsp;&nbsp;30385 | &nbsp;&nbsp;&nbsp;&nbsp;6133 | &nbsp;&nbsp;&nbsp;&nbsp;55165 | &nbsp;&nbsp;&nbsp;&nbsp;7597 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;294989 |
| Vanguard FTSE All-World ex-US Index Fund | &nbsp;&nbsp;&nbsp;437594 | &nbsp;&nbsp;162173 | &nbsp;&nbsp;&nbsp;&nbsp;42235 | &nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;125947 | &nbsp;&nbsp;19523 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;690873 |
| Vanguard FTSE All-World ex-US Small-Cap Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;49494 | &nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;&nbsp;&nbsp;12807 | &nbsp;&nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;11946 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71966 |
| Vanguard FTSE Canada All Cap Index ETF | &nbsp;&nbsp;&nbsp;&nbsp;32289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43181 |
| Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Vanguard Pacific Stock Index Fund | &nbsp;&nbsp;&nbsp;122428 | &nbsp;&nbsp;&nbsp;&nbsp;55027 | &nbsp;&nbsp;&nbsp;&nbsp;16632 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;35215 | &nbsp;&nbsp;&nbsp;&nbsp;7313 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;198103 |
| Total | 1561875 | &nbsp;&nbsp;640416 | &nbsp;&nbsp;217256 | &nbsp;&nbsp;34989 | &nbsp;&nbsp;436443 | &nbsp;&nbsp;70005 | &nbsp;&nbsp;— | &nbsp;&nbsp;2455776 |

---

1 Does not include adjustments related to return of capital. <br> 2 Not applicable—purchases and sales are for temporary cash investment purposes.

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.

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

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

I. Management has determined that no 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 International Stock 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 International Stock 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 transfer agent. 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 $292,000, 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 $26,352,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The portfolio designates to shareholders foreign source income of $61,346,000 and foreign taxes paid of $5,527,000.

Q690TISM 022026

------

![](tm263123d7vviftosmkinpfci001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total Stock Market Index Portfolio

#### (with underlying Equity Index Portfolio)

------

Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered<br>Public Accounting Firm<br>| 9 |
| Tax information<br>| 10 |

---

------

Total Stock 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.1%)** | **Investment Companies (100.1%)** | **Investment Companies (100.1%)** | **Investment Companies (100.1%)** |
| **U.S. Stock Funds (100.1%)** | **U.S. Stock Funds (100.1%)** | **U.S. Stock Funds (100.1%)** | **U.S. Stock Funds (100.1%)** |
|  | Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;68635846 | &nbsp;&nbsp;5625394 |
|  | Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4665928 | &nbsp;&nbsp;&nbsp;&nbsp;740110 |
| **Total Investment Companies (Cost $4,010,421)** | **Total Investment Companies (Cost $4,010,421)** | **Total Investment Companies (Cost $4,010,421)** | **6365504** |
| **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** | **Temporary Cash Investments (0.0%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $257)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**257** |
| **Total Investments (100.1%) (Cost $4,010,678)** | **Total Investments (100.1%) (Cost $4,010,678)** |  | &nbsp;&nbsp;**6365761** |
| **Other Assets and Liabilities—Net (-0.1%)** | **Other Assets and Liabilities—Net (-0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(4708)** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**6361053** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

------

Total Stock 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—Affiliated Funds (Cost $4,010,678) | 6365761 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 |
| **Total Assets** | **6368552** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7499** |
| **Net Assets** | **6361053** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 3648515 |
| Total Distributable Earnings (Loss) | 2712538 |
| **Net Assets** | **6361053** |
| **Net Assets** |  |
| **Applicable to 104,405,295 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **6361053** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$60.93** |

---

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

------

Total Stock Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62106 |
| Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**62107** |
| **Realized Net Gain (Loss)** |  |
| Capital Gain Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103183 |
| Affiliated Funds Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198066 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**301304** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**555062** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**918473** |

---

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

------

Total Stock Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63305 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;301304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307691 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;555062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671806 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;918473 | &nbsp;&nbsp;&nbsp;1042802 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(371429) | &nbsp;&nbsp;&nbsp;&nbsp;(398985) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;821579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640472 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;371429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398985 |
| Redeemed | &nbsp;&nbsp;&nbsp;(801698) | &nbsp;&nbsp;&nbsp;&nbsp;(617349) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;391310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422108 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;938354 | &nbsp;&nbsp;&nbsp;1065925 |
| **Net Assets** |  |  |
| **Beginning of Period** | **5422699** | &nbsp;&nbsp;&nbsp;**4356774** |
| **End of Period** | **6361053** | &nbsp;&nbsp;&nbsp;**5422699** |

---

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

------

Total Stock 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;**$56.16** | &nbsp;&nbsp;&nbsp;**$49.45** | &nbsp;&nbsp;&nbsp;**$42.30** | &nbsp;&nbsp;&nbsp;**$56.94** | &nbsp;&nbsp;&nbsp;**$48.56** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.640 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.599 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.422 | &nbsp;&nbsp;&nbsp;&nbsp;(12.797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.589 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.608 | &nbsp;&nbsp;&nbsp;&nbsp;11.165 | &nbsp;&nbsp;&nbsp;&nbsp;10.296 | &nbsp;&nbsp;&nbsp;&nbsp;(10.506) | &nbsp;&nbsp;&nbsp;&nbsp;11.828 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.687) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.536) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.652) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(3.161) | &nbsp;&nbsp;&nbsp;&nbsp;(3.768) | &nbsp;&nbsp;&nbsp;&nbsp;(2.610) | &nbsp;&nbsp;&nbsp;&nbsp;(3.484) | &nbsp;&nbsp;&nbsp;&nbsp;(2.796) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(3.838) | &nbsp;&nbsp;&nbsp;&nbsp;(4.455) | &nbsp;&nbsp;&nbsp;&nbsp;(3.146) | &nbsp;&nbsp;&nbsp;&nbsp;(4.134) | &nbsp;&nbsp;&nbsp;&nbsp;(3.448) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$60.93** | &nbsp;&nbsp;&nbsp;**$56.16** | &nbsp;&nbsp;&nbsp;**$49.45** | &nbsp;&nbsp;&nbsp;**$42.30** | &nbsp;&nbsp;&nbsp;**$56.94** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**16.93%** | &nbsp;&nbsp;&nbsp;**23.71%** | &nbsp;&nbsp;&nbsp;**25.95%** | &nbsp;&nbsp;&nbsp;**-19.59%** | &nbsp;&nbsp;&nbsp;**25.64%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$6361 | &nbsp;&nbsp;&nbsp;$5423 | &nbsp;&nbsp;&nbsp;$4357 | &nbsp;&nbsp;&nbsp;$3614 | &nbsp;&nbsp;&nbsp;$4254 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Acquired Fund Fees and Expenses | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.08% | &nbsp;&nbsp;&nbsp;1.27% | &nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;1.28% | &nbsp;&nbsp;&nbsp;1.22% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;7% |

---

1 Calculated based on average shares outstanding.

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

------

Total Stock Market Index Portfolio

Notes to Financial Statements

The Total Stock 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 seeks to match the return of its target index by investing in selected Vanguard funds and portfolios. The portfolio invests a substantial amount of its assets in VVIF Equity Index Portfolio. The accompanying financial statements of VVIF Equity Index Portfolio should be read in conjunction with the financial statements of the portfolio. Financial statements and other information about each underlying fund and portfolio are available at www.vanguard.com. 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: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.

2. Futures Contracts: The portfolio uses stock and bond futures contracts to a limited extent, with the objectives of maintaining full exposure to the market and maintaining its target asset allocation. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of investments 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% of net assets, 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.

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. 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 borne by the funds in which the portfolio invests (see Note B). 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: Income and capital gain distributions received are recorded on the ex-dividend date. Interest income, if any, includes interest earned on cash and cash collateral. 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. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the portfolio and all other

------

Total Stock Market Index Portfolio

expenses incurred by the portfolio during the year ended December 31, 2025, were borne by the underlying Vanguard funds in which the portfolio invests. The portfolio's trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.

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.

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.**

At December 31, 2025, 100% of the market value of the portfolio's investments was determined based on Level 1 inputs.

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.

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;57437 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300018 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;2355083 |
| 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;2712538 |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;65523 | &nbsp;&nbsp;&nbsp;&nbsp;61491 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;305906 | &nbsp;&nbsp;&nbsp;337494 |
| Total | &nbsp;&nbsp;&nbsp;371429 | &nbsp;&nbsp;&nbsp;398985 |

---

\* 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;4010678 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;2355437 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;2355083 |

---

------

Total Stock Market Index Portfolio

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;14742 | &nbsp;&nbsp;&nbsp;&nbsp;12188 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;7528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 |
| Redeemed | (14417) | &nbsp;&nbsp;&nbsp;(11731) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;7853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |

---

F. Transactions during the period in affiliated underlying Vanguard funds were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions | &nbsp;&nbsp;Current Period Transactions |  |
|  | Dec. 31, 2024<br> Market Value<br> ($000) | &nbsp;&nbsp;Purchases<br> at Cost<br> ($000) | &nbsp;&nbsp;Proceeds<br> from<br> Securities<br> Sold<br> ($000) | &nbsp;&nbsp;Realized<br> Net Gain<br> (Loss)<br> ($000) | &nbsp;&nbsp;Change in<br> Unrealized<br> App. (Dep.)<br> ($000) | &nbsp;&nbsp;Income<br> ($000) | &nbsp;&nbsp;Capital Gain<br> Distributions<br> Received<br> ($000) | &nbsp;&nbsp;Dec. 31, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;&nbsp;695171 | &nbsp;&nbsp;101591 | &nbsp;&nbsp;124494 | &nbsp;&nbsp;&nbsp;&nbsp;49188 | &nbsp;&nbsp;&nbsp;&nbsp;18654 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;740110 |
| Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NA<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 4730086 | &nbsp;&nbsp;480294 | &nbsp;&nbsp;270272 | &nbsp;&nbsp;148878 | &nbsp;&nbsp;536408 | &nbsp;&nbsp;53551 | &nbsp;&nbsp;103183 | &nbsp;&nbsp;5625394 |
| Total | 5425260 | &nbsp;&nbsp;581885 | &nbsp;&nbsp;394766 | &nbsp;&nbsp;198066 | &nbsp;&nbsp;555062 | &nbsp;&nbsp;62106 | &nbsp;&nbsp;103183 | &nbsp;&nbsp;6365761 |

---

1 Not applicable—purchases and sales are for temporary cash investment purposes.

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.

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 39% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might lead to the realization of taxable capital gains.

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 Stock 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 Stock 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 transfer agent. 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, 90.5%, 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 $146,000, 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 $305,906,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690TSMI 022026

![](tm263123d7vviftosmkinpfci002.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Equity Index Portfolio

------

Contents

---

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

---

------

Equity 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** |
| **Communication Services (10.6%)** | **Communication Services (10.6%)** | **Communication Services (10.6%)** | **Communication Services (10.6%)** |
|  | Alphabet Inc. Class A | &nbsp;&nbsp;1314349 | &nbsp;&nbsp;&nbsp;&nbsp;411391 |
|  | Alphabet Inc. Class C | &nbsp;&nbsp;1050498 | &nbsp;&nbsp;&nbsp;&nbsp;329646 |
|  | Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;492009 | &nbsp;&nbsp;&nbsp;&nbsp;324770 |
| <sup>\*</sup> | Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;957260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89753 |
|  | Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;403301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45884 |
|  | AT&T Inc. | &nbsp;&nbsp;1601628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39784 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;952270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38786 |
|  | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;821069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24542 |
|  | T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22061 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;559459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16124 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10362 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10041 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
| <sup>\*</sup> | Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 |
| <sup>\*</sup> | Trade Desk Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | TKO Group Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Match Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | Paramount Skydance Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  |  |  | &nbsp;&nbsp;**1396440** |
| **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** |
| <sup>\*</sup> | Amazon.com Inc. | &nbsp;&nbsp;2197686 | &nbsp;&nbsp;&nbsp;&nbsp;507270 |
| <sup>\*</sup> | Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;634801 | &nbsp;&nbsp;&nbsp;&nbsp;285483 |
|  | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;224857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77373 |
|  | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;160883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49171 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38997 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38618 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30564 |
|  | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;256795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21625 |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19127 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;190680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17392 |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;210778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17140 |
|  | NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;268842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17128 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15980 |
|  | Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15609 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15081 |
| <sup>\*</sup> | Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13234 |
| <sup>\*</sup> | Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13039 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12742 |
|  | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;883377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11590 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;298721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11053 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8914 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8894 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;245410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7482 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;119263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
|  | Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | Williams-Sonoma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;31353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
| <sup>\*</sup> | Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;48747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709 |
| <sup>\*</sup> | Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3103 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
|  | Domino's Pizza Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
|  | Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;102803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
|  | Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>\*</sup> | MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;46157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  |  |  | &nbsp;&nbsp;**1374014** |
| **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** |
|  | Walmart Inc. | &nbsp;&nbsp;990602 | &nbsp;&nbsp;&nbsp;&nbsp;110363 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;100113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86331 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;527913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75655 |
|  | Coca-Cola Co. | &nbsp;&nbsp;874622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61145 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;351656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56406 |
|  | PepsiCo Inc. | &nbsp;&nbsp;308913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44335 |
|  | Altria Group Inc. | &nbsp;&nbsp;379155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21862 |
|  | Mondelez International Inc. Class A | &nbsp;&nbsp;291562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15695 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;182072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14387 |
| <sup>\*</sup> | Monster Beverage Corp. | &nbsp;&nbsp;161057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12348 |
|  | Target Corp. | &nbsp;&nbsp;102694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038 |
|  | Kroger Co. | &nbsp;&nbsp;137589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;306487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585 |
|  | Sysco Corp. | &nbsp;&nbsp;108340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7984 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | Kenvue Inc. | &nbsp;&nbsp;432095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7454 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;108571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;33450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;55451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | General Mills Inc. | &nbsp;&nbsp;120277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;192383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;57348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;63908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 |
|  | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;27531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;30584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724 |
|  | J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;24008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;108508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
|  | Molson Coors Beverage Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;38418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;44556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;39965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**622331** |
| **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;952711 | &nbsp;&nbsp;&nbsp;&nbsp;114649 |
|  | Chevron Corp. | &nbsp;&nbsp;427584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65168 |
|  | ConocoPhillips | &nbsp;&nbsp;279166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26133 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;275807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16579 |
|  | SLB Ltd. | &nbsp;&nbsp;337710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12961 |
|  | EOG Resources Inc. | &nbsp;&nbsp;122574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12871 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;441806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;91021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11745 |
|  | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11218 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11044 |
|  | ONEOK Inc. | &nbsp;&nbsp;142314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10460 |
|  | Baker Hughes Co. | &nbsp;&nbsp;222963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10154 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 |
|  | EQT Corp. | &nbsp;&nbsp;141029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7559 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;162561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
|  | Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;190064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 |
|  | Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5191 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;172025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  |  |  | &nbsp;&nbsp;**371376** |
| **Financials (13.4%)** | **Financials (13.4%)** | **Financials (13.4%)** | **Financials (13.4%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;414267 | &nbsp;&nbsp;208231 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;614987 | &nbsp;&nbsp;198161 |
|  | Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;381255 | &nbsp;&nbsp;133710 |
|  | Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;185234 | &nbsp;&nbsp;105746 |
|  | Bank of America Corp. | &nbsp;&nbsp;1517711 | &nbsp;&nbsp;&nbsp;&nbsp;83474 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;709148 | &nbsp;&nbsp;&nbsp;&nbsp;66093 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67758 | &nbsp;&nbsp;&nbsp;&nbsp;59559 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;272875 | &nbsp;&nbsp;&nbsp;&nbsp;48443 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;404220 | &nbsp;&nbsp;&nbsp;&nbsp;47168 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;121383 | &nbsp;&nbsp;&nbsp;&nbsp;44906 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;377379 | &nbsp;&nbsp;&nbsp;&nbsp;37704 |
|  | S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70036 | &nbsp;&nbsp;&nbsp;&nbsp;36600 |
|  | Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;34893 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;143620 | &nbsp;&nbsp;&nbsp;&nbsp;34808 |
|  | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;132486 | &nbsp;&nbsp;&nbsp;&nbsp;30170 |
|  | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82690 | &nbsp;&nbsp;&nbsp;&nbsp;25809 |
|  | Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166830 | &nbsp;&nbsp;&nbsp;&nbsp;25715 |
|  | CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81433 | &nbsp;&nbsp;&nbsp;&nbsp;22238 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128834 | &nbsp;&nbsp;&nbsp;&nbsp;20866 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110677 | &nbsp;&nbsp;&nbsp;&nbsp;20533 |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;177650 | &nbsp;&nbsp;&nbsp;&nbsp;20092 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154958 | &nbsp;&nbsp;&nbsp;&nbsp;19754 |
|  | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;351125 | &nbsp;&nbsp;&nbsp;&nbsp;18736 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88582 | &nbsp;&nbsp;&nbsp;&nbsp;18490 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;157566 | &nbsp;&nbsp;&nbsp;&nbsp;18292 |
|  | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34661 | &nbsp;&nbsp;&nbsp;&nbsp;17707 |
|  | Aon plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48558 | &nbsp;&nbsp;&nbsp;&nbsp;17135 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104900 | &nbsp;&nbsp;&nbsp;&nbsp;15185 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58018 | &nbsp;&nbsp;&nbsp;&nbsp;15014 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50398 | &nbsp;&nbsp;&nbsp;&nbsp;14618 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;288954 | &nbsp;&nbsp;&nbsp;&nbsp;14219 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;211395 | &nbsp;&nbsp;&nbsp;&nbsp;12341 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59122 | &nbsp;&nbsp;&nbsp;&nbsp;12306 |
|  | Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106590 | &nbsp;&nbsp;&nbsp;&nbsp;11754 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51546 | &nbsp;&nbsp;&nbsp;&nbsp;11657 |
|  | American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121915 | &nbsp;&nbsp;&nbsp;&nbsp;10430 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20991 | &nbsp;&nbsp;&nbsp;&nbsp;10293 |
|  | Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;125025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9869 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9739 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 |
| <sup>\*</sup> | Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8144 |
| <sup>\*</sup> | Block Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;123730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 |
| <sup>\*</sup> | Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7776 |
|  | Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;149598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7003 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788 |
|  | Interactive Brokers Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;100630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6398 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;355237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6163 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;198067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | W R Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744 |
|  | KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;210064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 |
|  | Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  | Jack Henry & Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
|  | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
|  |  |  | &nbsp;&nbsp;**1769075** |
| **Health Care (9.6%)** | **Health Care (9.6%)** | **Health Care (9.6%)** | **Health Care (9.6%)** |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;179402 | &nbsp;&nbsp;&nbsp;&nbsp;192800 |
|  | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;544240 | &nbsp;&nbsp;&nbsp;&nbsp;112630 |
|  | AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;399332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91243 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;204604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67542 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;560735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59023 |
|  | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;392853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49221 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49186 |
| <sup>\*</sup> | Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45358 |
|  | Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39821 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;280186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34390 |
|  | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32515 |
|  | Pfizer Inc. | &nbsp;&nbsp;1285002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31997 |
| <sup>\*</sup> | Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;334860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31929 |
|  | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;289796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27838 |
|  | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27325 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25988 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;459894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24807 |
|  | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22873 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;286864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22766 |
|  | Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17601 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17575 |
|  | HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16848 |
|  | Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16623 |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14790 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12566 |
|  | Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12527 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;131116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11178 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11030 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8716 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8663 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7944 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5101 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4353 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 |
| <sup>\*</sup> | Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>\*</sup> | Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>\*</sup> | Incyte Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 |
|  | Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;260279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | Universal Health Services Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 |
| <sup>\*</sup> | Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482 |
| <sup>\*</sup> | Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
| <sup>\*</sup> | Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | Baxter International Inc. | &nbsp;&nbsp;116022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |
|  | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
| <sup>\*</sup> | Molina Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 |
| <sup>\*</sup> | Henry Schein Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709 |
| <sup>\*</sup> | DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  |  |  | &nbsp;&nbsp;**1266127** |
| **Industrials (8.1%)** | **Industrials (8.1%)** | **Industrials (8.1%)** | **Industrials (8.1%)** |
|  | GE Aerospace | &nbsp;&nbsp;238297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73403 |
|  | Caterpillar Inc. | &nbsp;&nbsp;105724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60566 |
|  | RTX Corp. | &nbsp;&nbsp;302900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55552 |
|  | GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40060 |
| <sup>\*</sup> | Boeing Co. | &nbsp;&nbsp;176902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38409 |
| <sup>\*</sup> | Uber Technologies Inc. | &nbsp;&nbsp;469423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38356 |
|  | Union Pacific Corp. | &nbsp;&nbsp;133975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30991 |
|  | Honeywell International Inc. | &nbsp;&nbsp;143472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27990 |
|  | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;87739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27946 |
|  | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;56799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26444 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25056 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22251 |
|  | Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp;50094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19497 |
|  | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19284 |
|  | 3M Co. | &nbsp;&nbsp;120006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18623 |
|  | Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18392 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17284 |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16918 |
|  | Emerson Electric Co. | &nbsp;&nbsp;126904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 |
|  | United Parcel Service Inc. Class B | &nbsp;&nbsp;166942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16559 |
|  | Johnson Controls International plc | &nbsp;&nbsp;138066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16533 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15918 |
|  | CSX Corp. | &nbsp;&nbsp;420388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15239 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14689 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14633 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14514 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14228 |
|  | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 |
|  | PACCAR Inc. | &nbsp;&nbsp;118561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12984 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12409 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11635 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 |
|  | Fastenal Co. | &nbsp;&nbsp;259330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10407 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;146422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10162 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9867 |
|  | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Carrier Global Corp. | &nbsp;&nbsp;178879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;201266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7880 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7691 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | Comfort Systems USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7042 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6522 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | EMCOR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;11992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;116794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 |
|  | Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 |
|  | Pentair plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |
|  | Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
|  | Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 |
| <sup>\*</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
| <sup>\*</sup> | Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>\*</sup> | Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 |
|  | Paycom Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
|  | A O Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 |
|  |  |  | &nbsp;&nbsp;**1077033** |
| **Information Technology (34.4%)** | **Information Technology (34.4%)** | **Information Technology (34.4%)** | **Information Technology (34.4%)** |
|  | NVIDIA Corp. | &nbsp;&nbsp;5489642 | &nbsp;&nbsp;1023818 |
|  | Apple Inc. | &nbsp;&nbsp;3338143 | &nbsp;&nbsp;&nbsp;&nbsp;907508 |
|  | Microsoft Corp. | &nbsp;&nbsp;1679060 | &nbsp;&nbsp;&nbsp;&nbsp;812027 |
|  | Broadcom Inc. | &nbsp;&nbsp;1066837 | &nbsp;&nbsp;&nbsp;&nbsp;369232 |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;516058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91729 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;367795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78767 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;379978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74062 |
|  | Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;253579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72374 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;890195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68572 |
|  | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;211168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62550 |
|  | Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;215071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56974 |
|  | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;283754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48573 |
|  | Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;179973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46251 |
|  | Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41723 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;241951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41386 |
| <sup>\*</sup> | AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41199 |
|  | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;140099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37589 |
| <sup>\*</sup> | Intel Corp. | &nbsp;&nbsp;1012958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37378 |
|  | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;276538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37371 |
|  | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36067 |
| <sup>\*</sup> | ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;234365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35902 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;205267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35612 |
| <sup>\*</sup> | Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33098 |
| <sup>\*</sup> | Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30565 |
|  | Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30141 |
| <sup>\*</sup> | Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28463 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26575 |
| <sup>\*</sup> | Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19711 |
| <sup>\*</sup> | Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19214 |
|  | Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15446 |
|  | TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15123 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14432 |
| <sup>\*</sup> | Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13555 |
|  | Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13306 |
|  | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12340 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11340 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10823 |
| <sup>\*</sup> | Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10530 |
| <sup>\*</sup> | Datadog Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998 |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;109041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 |
|  | Dell Technologies Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8571 |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7877 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Microchip Technology Inc. | &nbsp;&nbsp;122192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7786 |
| <sup>\*</sup> | Sandisk Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;298050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7159 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
| <sup>\*</sup> | PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | HP Inc. | &nbsp;&nbsp;211050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4689 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
|  | Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Gen Digital Inc. | &nbsp;&nbsp;127181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458 |
| <sup>\*</sup> | F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;113252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
| <sup>\*</sup> | Akamai Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 |
| <sup>\*</sup> | EPAM Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  |  |  | &nbsp;&nbsp;**4544824** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | Linde plc | &nbsp;&nbsp;105491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44980 |
|  | Newmont Corp. | &nbsp;&nbsp;246537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24617 |
|  | CRH plc | &nbsp;&nbsp;151416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18897 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;52083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16877 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;324392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16476 |
|  | Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15110 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12418 |
|  | Corteva Inc. | &nbsp;&nbsp;152674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10234 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;29883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | International Paper Co. | &nbsp;&nbsp;119198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | Smurfit WestRock plc | &nbsp;&nbsp;117791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | Amcor plc | &nbsp;&nbsp;521274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;20147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4155 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Dow Inc. | &nbsp;&nbsp;160614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 |
|  | CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;58238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;71538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**241840** |
| **Real Estate (1.8%)** | **Real Estate (1.8%)** | **Real Estate (1.8%)** | **Real Estate (1.8%)** |
|  | Welltower Inc. | &nbsp;&nbsp;155042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28777 |
|  | Prologis Inc. | &nbsp;&nbsp;209863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26791 |
|  | American Tower Corp. | &nbsp;&nbsp;105751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18567 |
|  | Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16993 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13656 |
|  | Realty Income Corp. | &nbsp;&nbsp;207727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11710 |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11284 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;66224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10648 |
|  | Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;35664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8751 |
|  | Ventas Inc. | &nbsp;&nbsp;106087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;241051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;78141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;162619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;127913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;152998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;24094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | Host Hotels & Resorts Inc. | &nbsp;&nbsp;145035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Healthpeak Properties Inc. | &nbsp;&nbsp;157187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
|  | UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | BXP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;17649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**241579** |
| **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** |
|  | NextEra Energy Inc. | &nbsp;&nbsp;470454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37768 |
|  | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24935 |
|  | Southern Co. | &nbsp;&nbsp;248786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21694 |
|  | Duke Energy Corp. | &nbsp;&nbsp;175635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20586 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;120998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13952 |
|  | Sempra | &nbsp;&nbsp;147383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13013 |
|  | Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11606 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;192822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11297 |
|  | Exelon Corp. | &nbsp;&nbsp;228170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9946 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;133637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 |
|  | Entergy Corp. | &nbsp;&nbsp;100922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9328 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;112769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
|  | PG&E Corp. | &nbsp;&nbsp;496932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747 |
|  | NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6099 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;46901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | PPL Corp. | &nbsp;&nbsp;167048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;84699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;147341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;117310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;86820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 |
|  | NiSource Inc. | &nbsp;&nbsp;107746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | AES Corp. | &nbsp;&nbsp;161341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**297017** |
| **Total Common Stocks (Cost $5,377,445)** | **Total Common Stocks (Cost $5,377,445)** | **Total Common Stocks (Cost $5,377,445)** | **13201656** |
| **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $19,982)** | &nbsp;&nbsp;199821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19982** |
| **Total Investments (100.0%) (Cost $5,397,427)** | **Total Investments (100.0%) (Cost $5,397,427)** |  | &nbsp;&nbsp;**13221638** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5159** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**13226797** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

\* Non-income-producing security. <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.

------

Equity Index 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 | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| E-mini S&P 500 Index | March 2026 | 75 | 25847 | &nbsp;&nbsp;43 |

---

&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 | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation) ($000) |
| NetApp Inc. | 8/31/2026 | BANA | 154 | (4.320) |  | (5) |

---

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

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

------

Equity Index Portfolio

Statement of Assets and Liabilities

As of December 31, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $5,377,445) | 13201656 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $19,982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 |
| Total Investments in Securities | 13221638 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6772 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 |
| **Total Assets** | **13232231** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5434** |
| **Net Assets** | **13226797** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;4851032 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;8375765 |
| **Net Assets** | **13226797** |
| **Net Assets** |  |
| **Applicable to 161,376,957 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **13226797** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$81.96** |

---

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

------

Equity Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150870 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151516 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16854 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**134662** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423782 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**429005** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440949 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1441040** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2004707** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $39. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $537, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Equity Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129440 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249547 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1441040 | &nbsp;&nbsp;&nbsp;&nbsp;1899728 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;2004707 | &nbsp;&nbsp;&nbsp;&nbsp;2278715 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(377502) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516582) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940972 | &nbsp;&nbsp;&nbsp;&nbsp;1000158 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516582 |
| Redeemed | &nbsp;&nbsp;(1197572) | &nbsp;&nbsp;&nbsp;&nbsp;(1022556) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494184 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;1748107 | &nbsp;&nbsp;&nbsp;&nbsp;2256317 |
| **Net Assets** |  |  |
| **Beginning of Period** | **11478690** | &nbsp;&nbsp;&nbsp;&nbsp;**9222373** |
| **End of Period** | **13226797** | &nbsp;&nbsp;&nbsp;**11478690** |

---

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

------

Equity 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;**$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** | &nbsp;&nbsp;&nbsp;**$53.76** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.738 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;11.370 | &nbsp;&nbsp;&nbsp;&nbsp;13.851 | &nbsp;&nbsp;&nbsp;&nbsp;11.870 | &nbsp;&nbsp;&nbsp;&nbsp;(12.244) | &nbsp;&nbsp;&nbsp;&nbsp;13.978 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;12.204 | &nbsp;&nbsp;&nbsp;&nbsp;14.677 | &nbsp;&nbsp;&nbsp;&nbsp;12.703 | &nbsp;&nbsp;&nbsp;&nbsp;(11.438) | &nbsp;&nbsp;&nbsp;&nbsp;14.716 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.758) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.754) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.569) | &nbsp;&nbsp;&nbsp;&nbsp;(2.539) | &nbsp;&nbsp;&nbsp;&nbsp;(1.759) | &nbsp;&nbsp;&nbsp;&nbsp;(2.534) | &nbsp;&nbsp;&nbsp;&nbsp;(2.252) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(2.384) | &nbsp;&nbsp;&nbsp;&nbsp;(3.427) | &nbsp;&nbsp;&nbsp;&nbsp;(2.553) | &nbsp;&nbsp;&nbsp;&nbsp;(3.292) | &nbsp;&nbsp;&nbsp;&nbsp;(3.006) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$81.96** | &nbsp;&nbsp;&nbsp;**$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**17.70%** | &nbsp;&nbsp;&nbsp;**24.84%** | &nbsp;&nbsp;&nbsp;**26.11%** | &nbsp;&nbsp;&nbsp;**-18.23%** | &nbsp;&nbsp;&nbsp;**28.55%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$13227 | &nbsp;&nbsp;&nbsp;$11479 | &nbsp;&nbsp;&nbsp;$9222 | &nbsp;&nbsp;&nbsp;$7592 | &nbsp;&nbsp;&nbsp;$9354 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% | &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;1.12% | &nbsp;&nbsp;&nbsp;1.23% | &nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;1.48% | &nbsp;&nbsp;&nbsp;1.25% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% |

---

---

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

---

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

------

Equity Index Portfolio

Notes to Financial Statements

The Equity 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. 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 objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The portfolio may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. 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 less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

3. 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.

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.

------

Equity Index Portfolio

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.

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.

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 $314,000, representing less than 0.01% of the portfolio's net assets and 0.13% 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.**

------

Equity Index 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:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | 13201656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13201656 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 |
| Total | 13221638 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13221638 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |

---

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. 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;126776 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425612 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;7823377 |
| 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;8375765 |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;132006 | &nbsp;&nbsp;&nbsp;138186 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;245496 | &nbsp;&nbsp;&nbsp;378396 |
| Total | &nbsp;&nbsp;&nbsp;377502 | &nbsp;&nbsp;&nbsp;516582 |

---

\* 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;5398261 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;8231672 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(408295) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;7823377 |

---

E. During the year ended December 31, 2025, the portfolio purchased $503,616,000 of investment securities and sold $633,278,000 of investment securities, other than temporary cash investments.

------

Equity Index Portfolio

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 $15,788,000 and sales were $22,988,000, resulting in net realized gain of $2,633,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

F. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;12790 | &nbsp;&nbsp;&nbsp;&nbsp;14842 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
| Redeemed | (16232) | &nbsp;&nbsp;&nbsp;(15286) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7654 |

---

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.

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 and Vanguard Variable Insurance Funds Total Stock Market Index Portfolio) was the record or beneficial owner of 45% 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.

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 Equity 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 Equity 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)

For corporate shareholders, 100.0%, 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 $271,000, 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 $245,496,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690TSMI 022026

------

![](tm263123d7vvifrlestidxpti001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Real Estate Index Portfolio

------

Contents

---

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

---

------

Real Estate 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Equity Real Estate Investment Trusts (REITs) (90.3%)** | **Equity Real Estate Investment Trusts (REITs) (90.3%)** | **Equity Real Estate Investment Trusts (REITs) (90.3%)** |
| **Data Center REITs (8.7%)** | **Data Center REITs (8.7%)** | **Data Center REITs (8.7%)** |
| Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71713 | &nbsp;&nbsp;&nbsp;&nbsp;54944 |
| Digital Realty Trust Inc. | &nbsp;&nbsp;249916 | &nbsp;&nbsp;&nbsp;&nbsp;38664 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**93608** |
| **Diversified REITs (2.0%)** | **Diversified REITs (2.0%)** | **Diversified REITs (2.0%)** |
| WP Carey Inc. | &nbsp;&nbsp;160475 | &nbsp;&nbsp;&nbsp;&nbsp;10328 |
| Essential Properties Realty Trust Inc. | &nbsp;&nbsp;145194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 |
| Broadstone Net Lease Inc. | &nbsp;&nbsp;138591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
| Global Net Lease Inc. | &nbsp;&nbsp;145723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
| Alexander & Baldwin Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 |
| American Assets Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| CTO Realty Growth Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
| Armada Hoffler Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| Gladstone Commercial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**21272** |
| **Health Care REITs (15.5%)** | **Health Care REITs (15.5%)** | **Health Care REITs (15.5%)** |
| Welltower Inc. | &nbsp;&nbsp;490106 | &nbsp;&nbsp;&nbsp;&nbsp;90969 |
| Ventas Inc. | &nbsp;&nbsp;333030 | &nbsp;&nbsp;&nbsp;&nbsp;25770 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;216172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9585 |
| Healthpeak Properties Inc. | &nbsp;&nbsp;509225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8188 |
| CareTrust REIT Inc. | &nbsp;&nbsp;163632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5917 |
| American Healthcare REIT Inc. | &nbsp;&nbsp;123530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;114066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
| Healthcare Realty Trust Inc. Class A | &nbsp;&nbsp;244766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 |
| Sabra Health Care REIT Inc. | &nbsp;&nbsp;175716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| National Health Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
| Medical Properties Trust Inc. | &nbsp;&nbsp;374396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
| LTC Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 |
| Sila Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| Diversified Healthcare Trust | &nbsp;&nbsp;123829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| Community Healthcare Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| Global Medical REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  |  | &nbsp;&nbsp;**167569** |
| **Hotel & Resort REITs (2.1%)** | **Hotel & Resort REITs (2.1%)** | **Hotel & Resort REITs (2.1%)** |
| Host Hotels & Resorts Inc. | &nbsp;&nbsp;503820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 |
| Ryman Hospitality Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 |
| Apple Hospitality REIT Inc. | &nbsp;&nbsp;164973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
| Park Hotels & Resorts Inc. | &nbsp;&nbsp;146482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
| DiamondRock Hospitality Co. | &nbsp;&nbsp;150185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
| Sunstone Hotel Investors Inc. | &nbsp;&nbsp;132240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 |
| Xenia Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| Pebblebrook Hotel Trust | &nbsp;&nbsp;&nbsp;&nbsp;86885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| RLJ Lodging Trust | &nbsp;&nbsp;&nbsp;&nbsp;99683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| Summit Hotel Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| Chatham Lodging Trust | &nbsp;&nbsp;&nbsp;&nbsp;34086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| Service Properties Trust | &nbsp;&nbsp;116316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**22650** |
| **Industrial REITs (11.0%)** | **Industrial REITs (11.0%)** | **Industrial REITs (11.0%)** |
| Prologis Inc. | &nbsp;&nbsp;635511 | &nbsp;&nbsp;&nbsp;&nbsp;81130 |
| EastGroup Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
| Rexford Industrial Realty Inc. | &nbsp;&nbsp;173429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 |
| First Industrial Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557 |
| STAG Industrial Inc. | &nbsp;&nbsp;136809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4444 |
| Americold Realty Trust Inc. | &nbsp;&nbsp;208692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |
| LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;43349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2149 |
| Lineage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
| Innovative Industrial Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Plymouth Industrial REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | One Liberty Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  |  |  | &nbsp;&nbsp;**118251** |
| **Multi-Family Residential REITs (7.8%)** | **Multi-Family Residential REITs (7.8%)** | **Multi-Family Residential REITs (7.8%)** | **Multi-Family Residential REITs (7.8%)** |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;104336 | &nbsp;&nbsp;&nbsp;&nbsp;18917 |
|  | Equity Residential | &nbsp;&nbsp;265856 | &nbsp;&nbsp;&nbsp;&nbsp;16760 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47194 | &nbsp;&nbsp;&nbsp;&nbsp;12350 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85788 | &nbsp;&nbsp;&nbsp;&nbsp;11917 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;78300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 |
|  | UDR Inc. | &nbsp;&nbsp;230665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8461 |
|  | Independence Realty Trust Inc. | &nbsp;&nbsp;171336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  | Elme Communities | &nbsp;&nbsp;&nbsp;&nbsp;64602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
|  | Veris Residential Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
|  | Centerspace | &nbsp;&nbsp;&nbsp;&nbsp;12279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Apartment Investment & Management Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;99025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | NexPoint Residential Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**83942** |
| **Office REITs (2.8%)** | **Office REITs (2.8%)** | **Office REITs (2.8%)** | **Office REITs (2.8%)** |
|  | BXP Inc. | &nbsp;&nbsp;110251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 |
|  | Vornado Realty Trust | &nbsp;&nbsp;119615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | Cousins Properties Inc. | &nbsp;&nbsp;123082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3173 |
|  | Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;82349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077 |
|  | SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;82752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 |
|  | Highwoods Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | Douglas Emmett Inc. | &nbsp;&nbsp;122695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | JBG SMITH Properties | &nbsp;&nbsp;&nbsp;&nbsp;45228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
|  | Piedmont Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Empire State Realty Trust Inc. Class A | &nbsp;&nbsp;105034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Easterly Government Properties Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>\*</sup> | Hudson Pacific Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Peakstone Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;26958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Brandywine Realty Trust | &nbsp;&nbsp;127381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | NET Lease Office Properties | &nbsp;&nbsp;&nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**30091** |
| **Other Specialized REITs (6.3%)** | **Other Specialized REITs (6.3%)** | **Other Specialized REITs (6.3%)** | **Other Specialized REITs (6.3%)** |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;781421 | &nbsp;&nbsp;&nbsp;&nbsp;21974 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;216426 | &nbsp;&nbsp;&nbsp;&nbsp;17953 |
|  | Gaming & Leisure Properties Inc. | &nbsp;&nbsp;207384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 |
|  | Lamar Advertising Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;63605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8051 |
|  | EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;55777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Millrose Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | Outfront Media Inc. | &nbsp;&nbsp;110285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Four Corners Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 |
|  | Safehold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
|  | Farmland Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Gladstone Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**68148** |
| **Retail REITs (13.8%)** | **Retail REITs (13.8%)** | **Retail REITs (13.8%)** | **Retail REITs (13.8%)** |
|  | Simon Property Group Inc. | &nbsp;&nbsp;239243 | &nbsp;&nbsp;&nbsp;&nbsp;44286 |
|  | Realty Income Corp. | &nbsp;&nbsp;669990 | &nbsp;&nbsp;&nbsp;&nbsp;37767 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;496240 | &nbsp;&nbsp;&nbsp;&nbsp;10059 |
|  | Regency Centers Corp. | &nbsp;&nbsp;126388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;60054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | Brixmor Property Group Inc. | &nbsp;&nbsp;224305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 |
|  | Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5841 |
|  | NNN REIT Inc. | &nbsp;&nbsp;138337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;161108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 |
|  | Macerich Co. | &nbsp;&nbsp;185209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 |
|  | Phillips Edison & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274 |
|  | Tanger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768 |
|  | Acadia Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;96002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp;92177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |
|  | Curbline Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | InvenTrust Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 |
|  | NETSTREIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | Whitestone REIT | &nbsp;&nbsp;&nbsp;&nbsp;33646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | CBL & Associates Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Alexander's Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | Saul Centers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | SITE Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  |  |  | &nbsp;&nbsp;**148328** |
| **Self-Storage REITs (5.4%)** | **Self-Storage REITs (5.4%)** | **Self-Storage REITs (5.4%)** | **Self-Storage REITs (5.4%)** |
|  | Public Storage | &nbsp;&nbsp;115712 | &nbsp;&nbsp;&nbsp;&nbsp;30027 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;155536 | &nbsp;&nbsp;&nbsp;&nbsp;20254 |
|  | CubeSmart | &nbsp;&nbsp;167100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
|  | National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;53437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | Smartstop Self Storage REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**58516** |
| **Single-Family Residential REITs (3.7%)** | **Single-Family Residential REITs (3.7%)** | **Single-Family Residential REITs (3.7%)** | **Single-Family Residential REITs (3.7%)** |
|  | Invitation Homes Inc. | &nbsp;&nbsp;426742 | &nbsp;&nbsp;&nbsp;&nbsp;11859 |
|  | Sun Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91712 | &nbsp;&nbsp;&nbsp;&nbsp;11364 |
|  | Equity LifeStyle Properties Inc. | &nbsp;&nbsp;134906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8177 |
|  | American Homes 4 Rent Class A | &nbsp;&nbsp;244199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7839 |
|  | UMH Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**40179** |
| **Telecom Tower REITs (9.6%)** | **Telecom Tower REITs (9.6%)** | **Telecom Tower REITs (9.6%)** | **Telecom Tower REITs (9.6%)** |
|  | American Tower Corp. | &nbsp;&nbsp;343127 | &nbsp;&nbsp;&nbsp;&nbsp;60243 |
|  | Crown Castle Inc. | &nbsp;&nbsp;319105 | &nbsp;&nbsp;&nbsp;&nbsp;28359 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78686 | &nbsp;&nbsp;&nbsp;&nbsp;15220 |
|  |  |  | &nbsp;&nbsp;**103822** |
| **Timber REITs (1.6%)** | **Timber REITs (1.6%)** | **Timber REITs (1.6%)** | **Timber REITs (1.6%)** |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;528710 | &nbsp;&nbsp;&nbsp;&nbsp;12525 |
|  | Rayonier Inc. | &nbsp;&nbsp;112111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
|  | PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**17093** |
| **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,077,516)** | **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,077,516)** | **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,077,516)** | **973469** |
| **Real Estate Management & Development (9.1%)** | **Real Estate Management & Development (9.1%)** | **Real Estate Management & Development (9.1%)** | **Real Estate Management & Development (9.1%)** |
| **Diversified Real Estate Activities (0.2%)** | **Diversified Real Estate Activities (0.2%)** | **Diversified Real Estate Activities (0.2%)** | **Diversified Real Estate Activities (0.2%)** |
|  | St. Joe Co. | &nbsp;&nbsp;&nbsp;&nbsp;27582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
| <sup>\*</sup> | Tejon Ranch Co. | &nbsp;&nbsp;&nbsp;&nbsp;14779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | RMR Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2044** |
| **Real Estate Development (0.2%)** | **Real Estate Development (0.2%)** | **Real Estate Development (0.2%)** | **Real Estate Development (0.2%)** |
| <sup>\*</sup> | Howard Hughes Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
| <sup>\*</sup> | Forestar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2276** |
| **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** |
|  | Kennedy-Wilson Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| <sup>1</sup> | Landbridge Co. LLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>\*</sup> | Seritage Growth Properties Class A | &nbsp;&nbsp;&nbsp;&nbsp;26970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1551** |
| **Real Estate Services (8.6%)** | **Real Estate Services (8.6%)** | **Real Estate Services (8.6%)** | **Real Estate Services (8.6%)** |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;218043 | &nbsp;&nbsp;&nbsp;&nbsp;35059 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;310444 | &nbsp;&nbsp;&nbsp;&nbsp;20874 |
| <sup>\*</sup> | Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34720 | &nbsp;&nbsp;&nbsp;&nbsp;11682 |
| <sup>\*</sup> | Zillow Group Inc. Class C | &nbsp;&nbsp;121929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8318 |
| <sup>\*</sup> | Opendoor Technologies Inc. | &nbsp;&nbsp;663722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
| <sup>\*</sup> | Compass Inc. Class A | &nbsp;&nbsp;361024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 |
| <sup>\*</sup> | Cushman & Wakefield Ltd. | &nbsp;&nbsp;169660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
| <sup>\*</sup> | Zillow Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | Newmark Group Inc. Class A | &nbsp;&nbsp;108194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 |
| <sup>\*</sup> | Anywhere Real Estate Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | eXp World Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Marcus & Millichap Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**92791** |
| **Total Real Estate Management & Development (Cost $89,681)** | **Total Real Estate Management & Development (Cost $89,681)** | **Total Real Estate Management & Development (Cost $89,681)** | &nbsp;&nbsp;**98662** |
| **Warrants (0.0%)** | **Warrants (0.0%)** | **Warrants (0.0%)** | **Warrants (0.0%)** |
| <sup>\*</sup> | Opendoor Technologies Inc. Exp. 11/20/2026 **(Cost $—)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8** |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>2,3</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $3,913)** | &nbsp;&nbsp;39128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3913** |
| **Total Investments (99.8%) (Cost $1,171,110)** | **Total Investments (99.8%) (Cost $1,171,110)** |  | &nbsp;&nbsp;**1076052** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2504** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**1078556** |

---

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 $353. |
| 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 $374 was received for securities on loan. |

---

REIT—Real Estate Investment Trust.

------

#### 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 | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation) ($000) |
| Prologis Inc. | 8/31/2026 | BANA | 5792 | (3.640) |  | (3) |

---

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

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

------

Real Estate 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<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $1,167,197) | 1072139 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $3,913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 |
| Total Investments in Securities | 1076052 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
| **Total Assets** | **1083144** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4588** |
| **Net Assets** | **1078556** |
| 1 Includes $353 of securities on loan. |  |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1131687 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(53131) |
| **Net Assets** | **1078556** |
| **Net Assets** |  |
| **Applicable to 93,231,178 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1078556** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$11.57** |

---

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

------

Real Estate Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32327 |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32485 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**29636** |
| **Realized Net Gain (Loss)** |  |
| Capital Gain Distributions Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10442 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16100** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12661) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(12664)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33072** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $111, $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Real Estate Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28589 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18186 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(12664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50663 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(48937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64208) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;120697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133353 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64208 |
| Redeemed | &nbsp;&nbsp;&nbsp;(178505) | &nbsp;&nbsp;&nbsp;&nbsp;(223407) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8871) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25846) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(24736) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39391) |
| **Net Assets** |  |  |
| **Beginning of Period** | **1103292** | &nbsp;&nbsp;&nbsp;**1142683** |
| **End of Period** | **1078556** | &nbsp;&nbsp;&nbsp;**1103292** |

---

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

------

Real Estate 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;**$11.74** | &nbsp;&nbsp;&nbsp;**$11.92** | &nbsp;&nbsp;&nbsp;**$11.53** | &nbsp;&nbsp;&nbsp;**$16.56** | &nbsp;&nbsp;&nbsp;**$12.43** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.257 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.888 | &nbsp;&nbsp;&nbsp;&nbsp;(4.474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.553 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.215 | &nbsp;&nbsp;&nbsp;&nbsp;(4.177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.810 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.293) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.206) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.387) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.528) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.853) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.680) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$11.57** | &nbsp;&nbsp;&nbsp;**$11.74** | &nbsp;&nbsp;&nbsp;**$11.92** | &nbsp;&nbsp;&nbsp;**$11.53** | &nbsp;&nbsp;&nbsp;**$16.56** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**3.11%** | &nbsp;&nbsp;&nbsp;**4.74%** | &nbsp;&nbsp;&nbsp;**11.70%** | &nbsp;&nbsp;&nbsp;**-26.30%** | &nbsp;&nbsp;&nbsp;**40.21%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1079 | &nbsp;&nbsp;&nbsp;$1103 | &nbsp;&nbsp;&nbsp;$1143 | &nbsp;&nbsp;&nbsp;$1094 | &nbsp;&nbsp;&nbsp;$1538 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;0.26%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.26% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.71% | &nbsp;&nbsp;&nbsp;2.59% | &nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;1.79% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| 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 0.26%. |

---

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

------

Real Estate Index Portfolio

Notes to Financial Statements

The Real Estate 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. 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 objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The portfolio may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. 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 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.

3. 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.

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.

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Real Estate Index Portfolio

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.

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: Distributions received from investment securities are recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Each investment security reports annually the tax character of its distributions. Dividend income, capital gain distributions received, and unrealized appreciation (depreciation) reflect the amounts of taxable income, capital gain, and return of capital reported by the REITs, and management's estimates of such amounts for REIT distributions for which actual information has not been reported. 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. 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 $26,000, 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 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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Real Estate Index 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:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | 1072131 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1072131 |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 |
| Total | 1076052 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1076052 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |

---

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.

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;26968 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;16063 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(99015) |
| Capital Loss Carryforwards | &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;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
| Total | &nbsp;&nbsp;&nbsp;(53131) |

---

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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;30494 | &nbsp;&nbsp;&nbsp;34827 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;18443 | &nbsp;&nbsp;&nbsp;29381 |
| Total | &nbsp;&nbsp;&nbsp;48937 | &nbsp;&nbsp;&nbsp;64208 |

---

\* 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;1175067 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144679 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(243694) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99015) |

---

E. During the year ended December 31, 2025, the portfolio purchased $83,169,000 of investment securities and sold $106,915,000 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 $1,663,000 and sales were $119,000, resulting in net realized loss of $5,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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Real Estate Index Portfolio

F. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;10410 | &nbsp;&nbsp;&nbsp;&nbsp;11484 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842 |
| Redeemed | (15407) | &nbsp;&nbsp;&nbsp;(19234) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;(712) | &nbsp;&nbsp;&nbsp;&nbsp;(1908) |

---

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.

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 33% 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.

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 Real Estate 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 Real Estate 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 $58,000, 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 $18,443,000 as capital gain dividends (from net long-term capital gains) to shareholders during the fiscal year. The portfolio designates $17,128,000 of its capital gain dividends as 20% rate gain distributions and $1,315,000 as unrecaptured section 1250 gain distributions (25% rate gain).

Q690REIT 022026

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![](tm263123d7vvifetyindprtfi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Equity Index Portfolio

------

Contents

---

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

---

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Equity 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;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** |
| **Communication Services (10.6%)** | **Communication Services (10.6%)** | **Communication Services (10.6%)** | **Communication Services (10.6%)** |
|  | Alphabet Inc. Class A | &nbsp;&nbsp;1314349 | &nbsp;&nbsp;&nbsp;&nbsp;411391 |
|  | Alphabet Inc. Class C | &nbsp;&nbsp;1050498 | &nbsp;&nbsp;&nbsp;&nbsp;329646 |
|  | Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;492009 | &nbsp;&nbsp;&nbsp;&nbsp;324770 |
| <sup>\*</sup> | Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;957260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89753 |
|  | Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;403301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45884 |
|  | AT&T Inc. | &nbsp;&nbsp;1601628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39784 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;952270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38786 |
|  | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;821069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24542 |
|  | T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22061 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;559459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16124 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10362 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10041 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
| <sup>\*</sup> | Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 |
| <sup>\*</sup> | Trade Desk Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | TKO Group Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Match Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | Paramount Skydance Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  |  |  | &nbsp;&nbsp;**1396440** |
| **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** | **Consumer Discretionary (10.4%)** |
| <sup>\*</sup> | Amazon.com Inc. | &nbsp;&nbsp;2197686 | &nbsp;&nbsp;&nbsp;&nbsp;507270 |
| <sup>\*</sup> | Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;634801 | &nbsp;&nbsp;&nbsp;&nbsp;285483 |
|  | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;224857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77373 |
|  | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;160883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49171 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38997 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38618 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30564 |
|  | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;256795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21625 |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19127 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;190680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17392 |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;210778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17140 |
|  | NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;268842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17128 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15980 |
|  | Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15609 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15081 |
| <sup>\*</sup> | Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13234 |
| <sup>\*</sup> | Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13039 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12742 |
|  | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;883377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11590 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;298721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11053 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8914 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8894 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;245410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7482 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;119263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
|  | Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | Williams-Sonoma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;31353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
| <sup>\*</sup> | Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;48747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709 |
| <sup>\*</sup> | Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3103 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
|  | Domino's Pizza Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
|  | Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;102803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
|  | Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>\*</sup> | MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;46157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  |  |  | &nbsp;&nbsp;**1374014** |
| **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** |
|  | Walmart Inc. | &nbsp;&nbsp;990602 | &nbsp;&nbsp;&nbsp;&nbsp;110363 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;100113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86331 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;527913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75655 |
|  | Coca-Cola Co. | &nbsp;&nbsp;874622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61145 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;351656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56406 |
|  | PepsiCo Inc. | &nbsp;&nbsp;308913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44335 |
|  | Altria Group Inc. | &nbsp;&nbsp;379155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21862 |
|  | Mondelez International Inc. Class A | &nbsp;&nbsp;291562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15695 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;182072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14387 |
| <sup>\*</sup> | Monster Beverage Corp. | &nbsp;&nbsp;161057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12348 |
|  | Target Corp. | &nbsp;&nbsp;102694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038 |
|  | Kroger Co. | &nbsp;&nbsp;137589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;306487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585 |
|  | Sysco Corp. | &nbsp;&nbsp;108340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7984 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | Kenvue Inc. | &nbsp;&nbsp;432095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7454 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;108571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;33450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;55451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | General Mills Inc. | &nbsp;&nbsp;120277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;192383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;57348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;63908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 |
|  | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;27531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 |
|  | Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;30584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724 |
|  | J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;24008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;108508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
|  | Molson Coors Beverage Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;38418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;44556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;39965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**622331** |
| **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;952711 | &nbsp;&nbsp;&nbsp;&nbsp;114649 |
|  | Chevron Corp. | &nbsp;&nbsp;427584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65168 |
|  | ConocoPhillips | &nbsp;&nbsp;279166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26133 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;275807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16579 |
|  | SLB Ltd. | &nbsp;&nbsp;337710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12961 |
|  | EOG Resources Inc. | &nbsp;&nbsp;122574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12871 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;441806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;91021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11745 |
|  | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11218 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11044 |
|  | ONEOK Inc. | &nbsp;&nbsp;142314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10460 |
|  | Baker Hughes Co. | &nbsp;&nbsp;222963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10154 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 |
|  | EQT Corp. | &nbsp;&nbsp;141029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7559 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;162561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
|  | Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;190064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 |
|  | Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5191 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;172025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  |  |  | &nbsp;&nbsp;**371376** |
| **Financials (13.4%)** | **Financials (13.4%)** | **Financials (13.4%)** | **Financials (13.4%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;414267 | &nbsp;&nbsp;208231 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;614987 | &nbsp;&nbsp;198161 |
|  | Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;381255 | &nbsp;&nbsp;133710 |
|  | Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;185234 | &nbsp;&nbsp;105746 |
|  | Bank of America Corp. | &nbsp;&nbsp;1517711 | &nbsp;&nbsp;&nbsp;&nbsp;83474 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;709148 | &nbsp;&nbsp;&nbsp;&nbsp;66093 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67758 | &nbsp;&nbsp;&nbsp;&nbsp;59559 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;272875 | &nbsp;&nbsp;&nbsp;&nbsp;48443 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;404220 | &nbsp;&nbsp;&nbsp;&nbsp;47168 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;121383 | &nbsp;&nbsp;&nbsp;&nbsp;44906 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;377379 | &nbsp;&nbsp;&nbsp;&nbsp;37704 |
|  | S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70036 | &nbsp;&nbsp;&nbsp;&nbsp;36600 |
|  | Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;34893 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;143620 | &nbsp;&nbsp;&nbsp;&nbsp;34808 |
|  | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;132486 | &nbsp;&nbsp;&nbsp;&nbsp;30170 |
|  | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82690 | &nbsp;&nbsp;&nbsp;&nbsp;25809 |
|  | Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166830 | &nbsp;&nbsp;&nbsp;&nbsp;25715 |
|  | CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81433 | &nbsp;&nbsp;&nbsp;&nbsp;22238 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128834 | &nbsp;&nbsp;&nbsp;&nbsp;20866 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110677 | &nbsp;&nbsp;&nbsp;&nbsp;20533 |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;177650 | &nbsp;&nbsp;&nbsp;&nbsp;20092 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154958 | &nbsp;&nbsp;&nbsp;&nbsp;19754 |
|  | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;351125 | &nbsp;&nbsp;&nbsp;&nbsp;18736 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88582 | &nbsp;&nbsp;&nbsp;&nbsp;18490 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;157566 | &nbsp;&nbsp;&nbsp;&nbsp;18292 |
|  | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34661 | &nbsp;&nbsp;&nbsp;&nbsp;17707 |
|  | Aon plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48558 | &nbsp;&nbsp;&nbsp;&nbsp;17135 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104900 | &nbsp;&nbsp;&nbsp;&nbsp;15185 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58018 | &nbsp;&nbsp;&nbsp;&nbsp;15014 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50398 | &nbsp;&nbsp;&nbsp;&nbsp;14618 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;288954 | &nbsp;&nbsp;&nbsp;&nbsp;14219 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;211395 | &nbsp;&nbsp;&nbsp;&nbsp;12341 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59122 | &nbsp;&nbsp;&nbsp;&nbsp;12306 |
|  | Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106590 | &nbsp;&nbsp;&nbsp;&nbsp;11754 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51546 | &nbsp;&nbsp;&nbsp;&nbsp;11657 |
|  | American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121915 | &nbsp;&nbsp;&nbsp;&nbsp;10430 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20991 | &nbsp;&nbsp;&nbsp;&nbsp;10293 |
|  | Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;125025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9869 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9739 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 |
| <sup>\*</sup> | Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8144 |
| <sup>\*</sup> | Block Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;123730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 |
| <sup>\*</sup> | Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7776 |
|  | Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;149598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7003 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788 |
|  | Interactive Brokers Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;100630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6398 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;355237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6163 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;198067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | W R Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744 |
|  | KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;210064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 |
|  | Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  | Jack Henry & Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
|  | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
|  |  |  | &nbsp;&nbsp;**1769075** |
| **Health Care (9.6%)** | **Health Care (9.6%)** | **Health Care (9.6%)** | **Health Care (9.6%)** |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;179402 | &nbsp;&nbsp;&nbsp;&nbsp;192800 |
|  | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;544240 | &nbsp;&nbsp;&nbsp;&nbsp;112630 |
|  | AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;399332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91243 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;204604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67542 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;560735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59023 |
|  | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;392853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49221 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49186 |
| <sup>\*</sup> | Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45358 |
|  | Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39821 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;280186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34390 |
|  | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32515 |
|  | Pfizer Inc. | &nbsp;&nbsp;1285002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31997 |
| <sup>\*</sup> | Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;334860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31929 |
|  | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;289796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27838 |
|  | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27325 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25988 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;459894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24807 |
|  | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22873 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;286864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22766 |
|  | Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17601 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17575 |
|  | HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16848 |
|  | Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16623 |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14790 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12566 |
|  | Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12527 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;131116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11178 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11030 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8716 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8663 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7944 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5101 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4353 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 |
| <sup>\*</sup> | Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>\*</sup> | Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>\*</sup> | Incyte Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 |
|  | Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;260279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | Universal Health Services Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 |
| <sup>\*</sup> | Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482 |
| <sup>\*</sup> | Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
| <sup>\*</sup> | Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2317 |
|  | Baxter International Inc. | &nbsp;&nbsp;116022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |
|  | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
| <sup>\*</sup> | Molina Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 |
| <sup>\*</sup> | Henry Schein Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709 |
| <sup>\*</sup> | DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  |  |  | &nbsp;&nbsp;**1266127** |
| **Industrials (8.1%)** | **Industrials (8.1%)** | **Industrials (8.1%)** | **Industrials (8.1%)** |
|  | GE Aerospace | &nbsp;&nbsp;238297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73403 |
|  | Caterpillar Inc. | &nbsp;&nbsp;105724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60566 |
|  | RTX Corp. | &nbsp;&nbsp;302900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55552 |
|  | GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40060 |
| <sup>\*</sup> | Boeing Co. | &nbsp;&nbsp;176902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38409 |
| <sup>\*</sup> | Uber Technologies Inc. | &nbsp;&nbsp;469423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38356 |
|  | Union Pacific Corp. | &nbsp;&nbsp;133975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30991 |
|  | Honeywell International Inc. | &nbsp;&nbsp;143472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27990 |
|  | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;87739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27946 |
|  | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;56799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26444 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25056 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22251 |
|  | Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp;50094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19497 |
|  | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19284 |
|  | 3M Co. | &nbsp;&nbsp;120006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18623 |
|  | Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18392 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17284 |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16918 |
|  | Emerson Electric Co. | &nbsp;&nbsp;126904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 |
|  | United Parcel Service Inc. Class B | &nbsp;&nbsp;166942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16559 |
|  | Johnson Controls International plc | &nbsp;&nbsp;138066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16533 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15918 |
|  | CSX Corp. | &nbsp;&nbsp;420388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15239 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14689 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14633 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14514 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14228 |
|  | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164 |
|  | PACCAR Inc. | &nbsp;&nbsp;118561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12984 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12409 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11635 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 |
|  | Fastenal Co. | &nbsp;&nbsp;259330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10407 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;146422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10162 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9867 |
|  | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Carrier Global Corp. | &nbsp;&nbsp;178879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;201266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7880 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7691 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | Comfort Systems USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7042 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6522 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | EMCOR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;11992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;116794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 |
|  | Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 |
|  | Pentair plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |
|  | Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
|  | Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 |
| <sup>\*</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
| <sup>\*</sup> | Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>\*</sup> | Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 |
|  | Paycom Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
|  | A O Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 |
|  |  |  | &nbsp;&nbsp;**1077033** |
| **Information Technology (34.4%)** | **Information Technology (34.4%)** | **Information Technology (34.4%)** | **Information Technology (34.4%)** |
|  | NVIDIA Corp. | &nbsp;&nbsp;5489642 | &nbsp;&nbsp;1023818 |
|  | Apple Inc. | &nbsp;&nbsp;3338143 | &nbsp;&nbsp;&nbsp;&nbsp;907508 |
|  | Microsoft Corp. | &nbsp;&nbsp;1679060 | &nbsp;&nbsp;&nbsp;&nbsp;812027 |
|  | Broadcom Inc. | &nbsp;&nbsp;1066837 | &nbsp;&nbsp;&nbsp;&nbsp;369232 |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;516058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91729 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;367795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78767 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;379978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74062 |
|  | Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;253579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72374 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;890195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68572 |
|  | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;211168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62550 |
|  | Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;215071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56974 |
|  | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;283754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48573 |
|  | Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;179973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46251 |
|  | Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41723 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;241951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41386 |
| <sup>\*</sup> | AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41199 |
|  | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;140099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37589 |
| <sup>\*</sup> | Intel Corp. | &nbsp;&nbsp;1012958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37378 |
|  | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;276538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37371 |
|  | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36067 |
| <sup>\*</sup> | ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;234365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35902 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;205267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35612 |
| <sup>\*</sup> | Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33098 |
| <sup>\*</sup> | Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30565 |
|  | Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30141 |
| <sup>\*</sup> | Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28463 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26575 |
| <sup>\*</sup> | Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19711 |
| <sup>\*</sup> | Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19214 |
|  | Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15446 |
|  | TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15123 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14432 |
| <sup>\*</sup> | Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13555 |
|  | Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13306 |
|  | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12340 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11340 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10823 |
| <sup>\*</sup> | Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10530 |
| <sup>\*</sup> | Datadog Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998 |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;109041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 |
|  | Dell Technologies Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8571 |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7877 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Microchip Technology Inc. | &nbsp;&nbsp;122192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7786 |
| <sup>\*</sup> | Sandisk Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;298050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7159 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
| <sup>\*</sup> | PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | HP Inc. | &nbsp;&nbsp;211050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4689 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
|  | Qnity Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Gen Digital Inc. | &nbsp;&nbsp;127181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458 |
| <sup>\*</sup> | F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;113252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
| <sup>\*</sup> | Akamai Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 |
| <sup>\*</sup> | EPAM Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  |  |  | &nbsp;&nbsp;**4544824** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | Linde plc | &nbsp;&nbsp;105491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44980 |
|  | Newmont Corp. | &nbsp;&nbsp;246537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24617 |
|  | CRH plc | &nbsp;&nbsp;151416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18897 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;52083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16877 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;324392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16476 |
|  | Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15110 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12418 |
|  | Corteva Inc. | &nbsp;&nbsp;152674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10234 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;29883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
|  | International Paper Co. | &nbsp;&nbsp;119198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | Smurfit WestRock plc | &nbsp;&nbsp;117791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | Amcor plc | &nbsp;&nbsp;521274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;20147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4155 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Dow Inc. | &nbsp;&nbsp;160614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 |
|  | CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;58238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;71538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**241840** |
| **Real Estate (1.8%)** | **Real Estate (1.8%)** | **Real Estate (1.8%)** | **Real Estate (1.8%)** |
|  | Welltower Inc. | &nbsp;&nbsp;155042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28777 |
|  | Prologis Inc. | &nbsp;&nbsp;209863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26791 |
|  | American Tower Corp. | &nbsp;&nbsp;105751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18567 |
|  | Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16993 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13656 |
|  | Realty Income Corp. | &nbsp;&nbsp;207727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11710 |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11284 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;66224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10648 |
|  | Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;35664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8751 |
|  | Ventas Inc. | &nbsp;&nbsp;106087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;241051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;78141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;162619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;127913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;152998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;24094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | Host Hotels & Resorts Inc. | &nbsp;&nbsp;145035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Healthpeak Properties Inc. | &nbsp;&nbsp;157187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
|  | UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | BXP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;17649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**241579** |
| **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** |
|  | NextEra Energy Inc. | &nbsp;&nbsp;470454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37768 |
|  | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24935 |
|  | Southern Co. | &nbsp;&nbsp;248786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21694 |
|  | Duke Energy Corp. | &nbsp;&nbsp;175635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20586 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;120998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13952 |
|  | Sempra | &nbsp;&nbsp;147383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13013 |
|  | Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11606 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;192822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11297 |
|  | Exelon Corp. | &nbsp;&nbsp;228170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9946 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;133637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 |
|  | Entergy Corp. | &nbsp;&nbsp;100922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9328 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;112769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
|  | PG&E Corp. | &nbsp;&nbsp;496932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747 |
|  | NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6099 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;46901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | PPL Corp. | &nbsp;&nbsp;167048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;84699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;147341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;117310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;86820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 |
|  | NiSource Inc. | &nbsp;&nbsp;107746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | AES Corp. | &nbsp;&nbsp;161341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**297017** |
| **Total Common Stocks (Cost $5,377,445)** | **Total Common Stocks (Cost $5,377,445)** | **Total Common Stocks (Cost $5,377,445)** | **13201656** |
| **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 3.780% **(Cost $19,982)** | &nbsp;&nbsp;199821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19982** |
| **Total Investments (100.0%) (Cost $5,397,427)** | **Total Investments (100.0%) (Cost $5,397,427)** |  | &nbsp;&nbsp;**13221638** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5159** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**13226797** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

\* Non-income-producing security. <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.

------

Equity Index 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 | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| E-mini S&P 500 Index | March 2026 | 75 | 25847 | &nbsp;&nbsp;43 |

---

&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 | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest<br> Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation) ($000) |
| NetApp Inc. | 8/31/2026 | BANA | 154 | (4.320) |  | (5) |

---

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

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

------

Equity Index Portfolio

Statement of Assets and Liabilities

As of December 31, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $5,377,445) | 13201656 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $19,982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 |
| Total Investments in Securities | 13221638 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6772 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 |
| **Total Assets** | **13232231** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5434** |
| **Net Assets** | **13226797** |
| **<br>At December 31, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;4851032 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;8375765 |
| **Net Assets** | **13226797** |
| **Net Assets** |  |
| **Applicable to 161,376,957 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **13226797** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$81.96** |

---

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

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Equity Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150870 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151516 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16854 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**134662** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423782 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**429005** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440949 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1441040** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2004707** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $39. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $537, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Equity Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> ($000) | &nbsp;&nbsp;&nbsp;2024<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129440 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249547 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1441040 | &nbsp;&nbsp;&nbsp;&nbsp;1899728 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;2004707 | &nbsp;&nbsp;&nbsp;&nbsp;2278715 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(377502) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516582) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940972 | &nbsp;&nbsp;&nbsp;&nbsp;1000158 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516582 |
| Redeemed | &nbsp;&nbsp;(1197572) | &nbsp;&nbsp;&nbsp;&nbsp;(1022556) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494184 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;1748107 | &nbsp;&nbsp;&nbsp;&nbsp;2256317 |
| **Net Assets** |  |  |
| **Beginning of Period** | **11478690** | &nbsp;&nbsp;&nbsp;&nbsp;**9222373** |
| **End of Period** | **13226797** | &nbsp;&nbsp;&nbsp;**11478690** |

---

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

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Equity 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;**$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** | &nbsp;&nbsp;&nbsp;**$53.76** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.738 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;11.370 | &nbsp;&nbsp;&nbsp;&nbsp;13.851 | &nbsp;&nbsp;&nbsp;&nbsp;11.870 | &nbsp;&nbsp;&nbsp;&nbsp;(12.244) | &nbsp;&nbsp;&nbsp;&nbsp;13.978 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;12.204 | &nbsp;&nbsp;&nbsp;&nbsp;14.677 | &nbsp;&nbsp;&nbsp;&nbsp;12.703 | &nbsp;&nbsp;&nbsp;&nbsp;(11.438) | &nbsp;&nbsp;&nbsp;&nbsp;14.716 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.758) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.754) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(1.569) | &nbsp;&nbsp;&nbsp;&nbsp;(2.539) | &nbsp;&nbsp;&nbsp;&nbsp;(1.759) | &nbsp;&nbsp;&nbsp;&nbsp;(2.534) | &nbsp;&nbsp;&nbsp;&nbsp;(2.252) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(2.384) | &nbsp;&nbsp;&nbsp;&nbsp;(3.427) | &nbsp;&nbsp;&nbsp;&nbsp;(2.553) | &nbsp;&nbsp;&nbsp;&nbsp;(3.292) | &nbsp;&nbsp;&nbsp;&nbsp;(3.006) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$81.96** | &nbsp;&nbsp;&nbsp;**$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**17.70%** | &nbsp;&nbsp;&nbsp;**24.84%** | &nbsp;&nbsp;&nbsp;**26.11%** | &nbsp;&nbsp;&nbsp;**-18.23%** | &nbsp;&nbsp;&nbsp;**28.55%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$13227 | &nbsp;&nbsp;&nbsp;$11479 | &nbsp;&nbsp;&nbsp;$9222 | &nbsp;&nbsp;&nbsp;$7592 | &nbsp;&nbsp;&nbsp;$9354 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% | &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;1.12% | &nbsp;&nbsp;&nbsp;1.23% | &nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;1.48% | &nbsp;&nbsp;&nbsp;1.25% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% |

---

---

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

---

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

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Equity Index Portfolio

Notes to Financial Statements

The Equity 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. 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 objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The portfolio may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. 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 less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

3. 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.

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.

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Equity Index Portfolio

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.

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.

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 $314,000, representing less than 0.01% of the portfolio's net assets and 0.13% 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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Equity Index 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:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | 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 | 13201656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13201656 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19982 |
| Total | 13221638 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13221638 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |

---

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. 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;126776 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425612 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;7823377 |
| 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;8375765 |

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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;2024<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;132006 | &nbsp;&nbsp;&nbsp;138186 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;245496 | &nbsp;&nbsp;&nbsp;378396 |
| Total | &nbsp;&nbsp;&nbsp;377502 | &nbsp;&nbsp;&nbsp;516582 |

---

\* 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;5398261 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;8231672 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(408295) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;7823377 |

---

E. During the year ended December 31, 2025, the portfolio purchased $503,616,000 of investment securities and sold $633,278,000 of investment securities, other than temporary cash investments.

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Equity Index Portfolio

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 $15,788,000 and sales were $22,988,000, resulting in net realized gain of $2,633,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

F. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2025<br> Shares<br> (000) | &nbsp;&nbsp;&nbsp;2024<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;12790 | &nbsp;&nbsp;&nbsp;&nbsp;14842 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
| Redeemed | (16232) | &nbsp;&nbsp;&nbsp;(15286) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7654 |

---

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.

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 and Vanguard Variable Insurance Funds Total Stock Market Index Portfolio) was the record or beneficial owner of 45% 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.

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 Equity 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 Equity 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.

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Tax information (unaudited)

For corporate shareholders, 100.0%, 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 $271,000, 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 $245,496,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690EQUX 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, with the exception of: the Global Bond Index Portfolio, the Total Stock Market Index Portfolio, the Conservative Allocation Portfolio, the Moderate Allocation Portfolio, and the Total International Stock Market Index Portfolio, are included in the financial statements filed under Item 7 of this Form. The Trustees' Fees and Expenses for the Global Bond Index Portfolio, the Total Stock Market Index Portfolio, the Conservative Allocation Portfolio, the Moderate Allocation Portfolio, and the Total International Stock Market Index Portfolio are borne by the underlying Vanguard funds in which each invest.

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

**Trustees Approve Advisory Arrangement - VVIF Conservative Allocation Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Conservative Allocation 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 Global Equity Index Management team (GE), now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. GE has specific expertise and experience managing large, broad-market U.S. equity index strategies, seeking to minimize transaction costs and tracking error while opportunistically adding excess returns through sophisticated trading and superior access to corporate actions. Additionally, GE has significant resources and expertise in global and non-U.S. trading and currency hedging capabilities.

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 Global Equity Index Management team, 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 Equity Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Equity 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 Global Equity Index Management team (GE), now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. GE has specific expertise and experience managing large, broad-market U.S. equity index strategies, seeking to minimize transaction costs and tracking error while opportunistically adding excess returns through sophisticated trading and superior access to corporate actions. Additionally, GE has significant resources and expertise in global and non-U.S. trading and currency hedging capabilities.

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 Global Equity Index Management team, 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 Global Bond Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Global Bond 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.

**Trustees Approve Advisory Arrangement - VVIF Mid-Cap Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Mid-Cap 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 Portfolio Management LLC (VPM). 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 VPM'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 VPM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Strategic Equity Index Management team (SE), now within VPM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. In its management of other Vanguard passive and active equity funds and portfolios, the team has a track record of consistent performance as a result of its disciplined investment processes. SE has specific expertise and experience managing U.S. style-box, sector, and smart-beta index strategies, effectively navigating index reconstitutions and mitigating transactions costs to deliver tight tracking error while opportunistically seeking to add excess returns through sophisticated trading strategies and superior access to corporate actions.

The Trustees concluded that VPM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VPM's Strategic Equity Index Management team, 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 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's arrangement with Vanguard, and services rendered through VPM, 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 Moderate Allocation Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Moderate Allocation 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 Global Equity Index Management team (GE), now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. GE has specific expertise and experience managing large, broad-market U.S. equity index strategies, seeking to minimize transaction costs and tracking error while opportunistically adding excess returns through sophisticated trading and superior access to corporate actions. Additionally, GE has significant resources and expertise in global and non-U.S. trading and currency hedging capabilities.

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 Global Equity Index Management team, 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 Real Estate Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Real Estate 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 Portfolio Management LLC (VPM). 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 VPM'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 VPM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Strategic Equity Index Management team (SE), now within VPM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. In its management of other Vanguard passive and active equity funds and portfolios, the team has a track record of consistent performance as a result of its disciplined investment processes. SE has specific expertise and experience managing U.S. style-box, sector, and smart-beta index strategies, effectively navigating index reconstitutions and mitigating transactions costs to deliver tight tracking error while opportunistically seeking to add excess returns through sophisticated trading strategies and superior access to corporate actions.

The Trustees concluded that VPM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VPM's Strategic Equity Index Management team, 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 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's arrangement with Vanguard, and services rendered through VPM, 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 Total International Stock Market Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Total International Stock 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 Global Equity Index Management team (GE), now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. GE has specific expertise and experience managing large, broad-market U.S. equity index strategies, seeking to minimize transaction costs and tracking error while opportunistically adding excess returns through sophisticated trading and superior access to corporate actions. Additionally, GE has significant resources and expertise in global and non-U.S. trading and currency hedging capabilities.

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 Global Equity Index Management team, 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 Total Stock Market Index Portfolio**

A majority of independent trustees of the board of Vanguard Variable Insurance Funds Total Stock 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 Global Equity Index Management team (GE), now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. GE has specific expertise and experience managing large, broad-market U.S. equity index strategies, seeking to minimize transaction costs and tracking error while opportunistically adding excess returns through sophisticated trading and superior access to corporate actions. Additionally, GE has significant resources and expertise in global and non-U.S. trading and currency hedging capabilities.

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 Global Equity Index Management team, 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)](tm263123d7_ex99-cert.htm) | [Certifications filed herewith.](tm263123d7_ex99-cert.htm) |
| [(a)(2)](tm263123d7_ex99-906cert.htm) | [Certifications filed herewith.](tm263123d7_ex99-906cert.htm) |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

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| | |
|:---|:---|
|  | VANGUARD Variable insurance funds |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

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 |

---

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 |

---

Date: February 23, 2026

---

| | |
|:---|:---|
| \* By: | /s/ Natalie Lamarque |

---

Natalie Lamarque, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/891190/000119312525325143/f43635d7.htm) filed on December 19, 2025 (see File Number 33-49023), 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

Page 1 of 19

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.

Page 2 of 19

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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.

---

| | |
|:---|:---|
| &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** 

---

| |
|:---|
| &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

Page 5 of 19

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).

Page 6 of 19

&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

Page 7 of 19

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.

Page 8 of 19

**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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| | |
|:---|:---|
| | &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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| | |
|:---|:---|
| 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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| | | | |
|:---|:---|:---|:---|
| &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

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| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

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<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

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| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

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## 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:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements
 of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly
 presents, in all material respects, the financial condition and results of operations of
 the issuer.

Date: February 23, 2026

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| |
|:---|
| /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:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements
 of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly
 presents, in all material respects, the financial condition and results of operations of
 the issuer.

Date: February 23, 2026

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| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

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