# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001104659-25-083885
**Filing Date:** 2025-8
**Character Count:** 1966609
**Document Hash:** 5459186136a75e397a4a67a467a192c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-083885.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001104659-25-083885

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 25

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**EFFECTIVENESS DATE**: 20250827

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 251262610

**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'? 8dddfcb269d9e87

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT** 

**OF** 

**REGISTERED MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number**: 811-05962**

---

| | |
|:---|:---|
| Name of Registrant: | **Vanguard Variable Insurance Funds** |
| Address of Registrant: | **P.O. Box 2600** |

---

**Valley Forge, PA 19482**

---

| | |
|:---|:---|
| Name and address of agent for service: | **Tonya T. Robinson, Esquire** |

---

**P.O. Box 876**

**Valley Forge, PA 19482**

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

Date of fiscal year end: December 31

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

**Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Global Bond Index Portfolio](#classname5ec2f59e-8b57-4519-a42e-9c6e8745bef6)<br> **[Global Bond Index Portfolio](#classname5ec2f59e-8b57-4519-a42e-9c6e8745bef6)**  |
|  [Moderate Allocation Portfolio](#classname11cf3b46-ef20-46b3-93a5-ab420629682a)<br> **[Moderate Allocation Portfolio](#classname11cf3b46-ef20-46b3-93a5-ab420629682a)**  |
|  [Conservative Allocation Portfolio](#classname5f2aa7c4-938f-4885-9630-e6b97d9ca903)<br> **[Conservative Allocation Portfolio](#classname5f2aa7c4-938f-4885-9630-e6b97d9ca903)**  |
|  [Mid-Cap Index Portfolio](#classnamed7837f80-4db0-48ad-ac54-4e865bba4dd9)<br> **[Mid-Cap Index Portfolio](#classnamed7837f80-4db0-48ad-ac54-4e865bba4dd9)**  |
|  [Total International Stock Market Index Portfolio](#classname486f44eb-e4c9-46d3-b4f2-77654caf719a)<br> **[Total International Stock Market Index Portfolio](#classname486f44eb-e4c9-46d3-b4f2-77654caf719a)**  |
|  [Total Stock Market Index Portfolio](#classname7868ecd4-83e9-4b8b-9a0d-31e4601b88dd)<br> **[Total Stock Market Index Portfolio](#classname7868ecd4-83e9-4b8b-9a0d-31e4601b88dd)**  |
|  [Real Estate Index Portfolio](#classnamee10db1a7-c6db-44d5-b3ae-16dc794d8db0)<br> **[Real Estate Index Portfolio](#classnamee10db1a7-c6db-44d5-b3ae-16dc794d8db0)**  |
|  [Equity Index Portfolio](#classname9a1b9b82-c2b5-4411-9bd3-5394829c2e99)<br> **[Equity Index Portfolio](#classname9a1b9b82-c2b5-4411-9bd3-5394829c2e99)**  |

---

![Logo](tm2519836d7_tsrimg001.jpg)

Vanguard Variable Insurance Funds - Global Bond Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Global Bond Index Portfolio | $70.13%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$520 |
| &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% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 70.0% |
| Vanguard Total International Bond Index Fund Admiral Shares | 29.9% |
| 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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1558

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Moderate Allocation Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Moderate Allocation Portfolio | $60.12%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;5% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 32.6% |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 26.7% |
| Vanguard Total International Stock Index Fund Admiral Shares | 24.8% |
| Vanguard Total International Bond Index Fund Admiral Shares | 11.4% |
| Vanguard Extended Market Index Fund Admiral Shares | 4.5% |
| 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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR712

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Conservative Allocation Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Conservative Allocation Portfolio | $70.13%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;6% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 41.3% |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 21.8% |
| Vanguard Total International Bond Index Fund Admiral Shares | 17.2% |
| Vanguard Total International Stock Index Fund Admiral Shares | 16.7% |
| Vanguard Extended Market Index Fund Admiral Shares | 3.0% |
| 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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR710

![Logo](tm2519836d7_tsrimg001.jpg)

Vanguard Variable Insurance Funds - Mid-Cap Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Mid-Cap Index Portfolio | $90.17%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$3128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;11% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Basic Materials | 2.6% |
| Consumer Discretionary | 14.8% |
| Consumer Staples | 6.2% |
| Energy | 6.5% |
| Financials | 13.6% |
| Health Care | 7.6% |
| Industrials | 19.8% |
| Real Estate | 6.3% |
| Technology | 12.8% |
| Telecommunications | 0.8% |
| Utilities | 8.8% |
| 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.

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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR288

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Total International Stock Market Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Total International Stock Market Index Portfolio | $50.09%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$2003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;8 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;6% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Vanguard Developed Markets Index Fund Admiral Shares | 28.1% |
| Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 28.0% |
| Vanguard Emerging Markets Stock Index Fund Admiral Shares | 18.6% |
| Vanguard European Stock Index Fund Admiral Shares | 12.3% |
| Vanguard Pacific Stock Index Fund Admiral Shares | 7.9% |
| Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 3.2% |
| Vanguard FTSE Canada All Cap Index ETF | 1.9% |
| 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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1557

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Total Stock Market Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Total Stock Market Index Portfolio | $70.13%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$5748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;4% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** | **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 87.8% |
| Vanguard Extended Market Index Fund Admiral Shares | 12.2% |
| 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.** |

---

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

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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR287

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Real Estate Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Real Estate Index Portfolio | $130.26%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$1091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;4% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Data Center REITs | 9.3% |
| Health Care REITs | 13.1% |
| Industrial REITs | 9.5% |
| Multi-Family Residential REITs | 8.3% |
| Office REITs | 3.2% |
| Other Specialized REITs | 7.1% |
| Real Estate Services | 7.7% |
| Retail REITs | 13.1% |
| Self-Storage REITs | 6.1% |
| Single-Family Residential REITs | 4.1% |
| Telecom Tower REITs | 11.8% |
| Other Assets and Liabilities—Net | 6.7% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

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

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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR349

![Logo](tm2519836d7_tsrimg001.jpg)

#### Vanguard Variable Insurance Funds - Equity Index Portfolio

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

------

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

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

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Vanguard Variable Insurance Funds -<br> Equity Index Portfolio | $70.14%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br> (as of June 30, 2025)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br> (in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$12068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;2% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br> (as of June 30, 2025)** |  |
| Communication Services | 9.8% |
| Consumer Discretionary | 10.3% |
| Consumer Staples | 5.5% |
| Energy | 3.0% |
| Financials | 14.0% |
| Health Care | 9.3% |
| Industrials | 8.5% |
| Information Technology | 33.0% |
| Materials | 1.9% |
| Real Estate | 2.0% |
| Utilities | 2.4% |
| Other Assets and Liabilities—Net | 0.3% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

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

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

 **Fund Information** • 800-662-7447

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

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR107

**Item 2: Code of Ethics.** 

Not applicable.

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

Not applicable.

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

Not applicable.

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

Not applicable.

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

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

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

![](tm2519836d7vvifconsalloci001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Conservative Allocation Portfolio

------

Contents

Financial Statements 1 <br>

------

Conservative Allocation Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** |
| **U.S. Stock Funds (24.8%)** | **U.S. Stock Funds (24.8%)** | **U.S. Stock Funds (24.8%)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1485726 | &nbsp;&nbsp;109795 |
| Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103028 | &nbsp;&nbsp;&nbsp;&nbsp;15070 |
|  |  | &nbsp;&nbsp;**124865** |
| **International Stock Fund (16.7%)** | **International Stock Fund (16.7%)** | **International Stock Fund (16.7%)** |
| Vanguard Total International Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;2258036 | &nbsp;&nbsp;&nbsp;&nbsp;83773 |
| **U.S. Bond Fund (41.3%)** | **U.S. Bond Fund (41.3%)** | **U.S. Bond Fund (41.3%)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | &nbsp;&nbsp;19786672 | &nbsp;&nbsp;207759 |
| **International Bond Fund (17.2%)** | **International Bond Fund (17.2%)** | **International Bond Fund (17.2%)** |
| Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4378384 | &nbsp;&nbsp;&nbsp;&nbsp;86430 |
| **Total Investment Companies (Cost $499,342)** | **Total Investment Companies (Cost $499,342)** | **502827** |
| **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, 4.355% **(Cost $—)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Total Investments (100.0%) (Cost $499,342)** |  | &nbsp;&nbsp;**502827** |
| **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(163)** |
| **Net Assets (100%)** |  | &nbsp;&nbsp;**502664** |

---

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 June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value—Affiliated Funds (Cost $499,342) | 502827 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| **Total Assets** | **503350** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**686** |
| **Net Assets** | **502664** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 483581 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;19083 |
| **Net Assets** | **502664** |
| **Net Assets** |  |
| **Applicable to 20,104,899 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **502664** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$25.00** |

---

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

------

Conservative Allocation Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10105 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10105** |
| **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;&nbsp;&nbsp;4746 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6924** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13809** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30838** |

---

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

------

Conservative Allocation Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp;12771 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;6924 | &nbsp;&nbsp;&nbsp;&nbsp;15090 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;13809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;30838 | &nbsp;&nbsp;&nbsp;&nbsp;33563 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;(27810) | &nbsp;&nbsp;&nbsp;&nbsp;(23745) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;35740 | &nbsp;&nbsp;&nbsp;&nbsp;41336 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;27810 | &nbsp;&nbsp;&nbsp;&nbsp;23745 |
| Redeemed | &nbsp;&nbsp;(32807) | &nbsp;&nbsp;&nbsp;&nbsp;(72839) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;30743 | &nbsp;&nbsp;&nbsp;&nbsp;(7758) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;33771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
| **Net Assets** |  |  |
| **Beginning of Period** | **468893** | &nbsp;&nbsp;&nbsp;**466833** |
| **End of Period** | **502664** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$24.93** | &nbsp;&nbsp;&nbsp;**$24.44** | &nbsp;&nbsp;&nbsp;**$22.75** | &nbsp;&nbsp;&nbsp;**$28.60** | &nbsp;&nbsp;&nbsp;**$28.40** | &nbsp;&nbsp;&nbsp;**$26.53** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.517 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.499 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.111 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.123 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.911 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.266 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.539 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.888 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.631) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.387) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.018) |
| **Net Asset Value, End of Period** | **$25.00** | &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** |
| **Total Return** | **6.51%** | &nbsp;&nbsp;&nbsp;**7.49%** | &nbsp;&nbsp;&nbsp;**12.51%** | &nbsp;&nbsp;&nbsp;**-14.90%** | &nbsp;&nbsp;&nbsp;**5.99%** | &nbsp;&nbsp;&nbsp;**11.73%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $503 | &nbsp;&nbsp;&nbsp;$469 | &nbsp;&nbsp;&nbsp;$467 | &nbsp;&nbsp;&nbsp;$432 | &nbsp;&nbsp;&nbsp;$549 | &nbsp;&nbsp;&nbsp;$521 |
| 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 | 0.13% | &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 | 2.52% | &nbsp;&nbsp;&nbsp;2.73% | &nbsp;&nbsp;&nbsp;2.71% | &nbsp;&nbsp;&nbsp;1.89% | &nbsp;&nbsp;&nbsp;2.17% | &nbsp;&nbsp;&nbsp;1.90% |
| Portfolio Turnover Rate | 6% | &nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;27% |
| The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |

---

1 Calculated based on average shares outstanding.

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

------

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 six months ended June 30, 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 six months ended June 30, 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.

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

------

Conservative Allocation Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;499583 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;47172 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(43928) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
| Redeemed | (1331) | &nbsp;&nbsp;&nbsp;(2979) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294) |

---

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;Jun. 30, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;15679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;(353) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;15070 |
| 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;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Vanguard Total International Bond Index Fund | &nbsp;&nbsp;85439 | &nbsp;&nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;86430 |
| Vanguard Total International Stock Index Fund | &nbsp;&nbsp;72098 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;1008 | &nbsp;&nbsp;11477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;83773 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;97619 | &nbsp;&nbsp;15785 | &nbsp;&nbsp;&nbsp;&nbsp;7943 | &nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;2178 | &nbsp;&nbsp;109795 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 198143 | &nbsp;&nbsp;21024 | &nbsp;&nbsp;12377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;207759 |
| Total | 468978 | &nbsp;&nbsp;44635 | &nbsp;&nbsp;29341 | &nbsp;&nbsp;4746 | &nbsp;&nbsp;13809 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;2178 | &nbsp;&nbsp;502827 |

---

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 June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 73% 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692CA 082025

------

![](tm2519836d7vvifequityindi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Equity Index Portfolio

------

Contents

Financial Statements 1 <br>

------

Equity Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** |
| **Communication Services (9.8%)** | **Communication Services (9.8%)** | **Communication Services (9.8%)** | **Communication Services (9.8%)** |
|  | Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;497776 | &nbsp;&nbsp;&nbsp;&nbsp;367404 |
|  | Alphabet Inc. Class A | &nbsp;&nbsp;1334422 | &nbsp;&nbsp;&nbsp;&nbsp;235165 |
|  | Alphabet Inc. Class C | &nbsp;&nbsp;1076275 | &nbsp;&nbsp;&nbsp;&nbsp;190920 |
| <sup>\*</sup> | Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97572 | &nbsp;&nbsp;&nbsp;&nbsp;130662 |
|  | Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;412188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51115 |
|  | AT&T Inc. | &nbsp;&nbsp;1649713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47743 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;966513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41821 |
|  | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;853828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30473 |
|  | T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;109341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26052 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 |
| <sup>\*</sup> | Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;515260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218 |
|  | TKO Group Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>1</sup> | Paramount Global Class B | &nbsp;&nbsp;&nbsp;&nbsp;138321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Match Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  |  |  | **1178819** |
| **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** |
| <sup>\*</sup> | Amazon.com Inc. | &nbsp;&nbsp;2166279 | &nbsp;&nbsp;&nbsp;&nbsp;475260 |
| <sup>\*</sup> | Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;642466 | &nbsp;&nbsp;&nbsp;&nbsp;204086 |
|  | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;227881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83550 |
|  | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;163924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47894 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43188 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31614 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28471 |
|  | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;260526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23872 |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19377 |
|  | NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;270029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19183 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17937 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17666 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;308892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17344 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14513 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14240 |
|  | Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14239 |
| <sup>\*</sup> | Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13094 |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;220413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10847 |
|  | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;895243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;105617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7864 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;240389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;121376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6011 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5878 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4963 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 |
|  | Williams-Sonoma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;31719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>\*</sup> | Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | Domino's Pizza Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>\*</sup> | Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;50036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517 |
| <sup>\*</sup> | CarMax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;102696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 |
| <sup>\*</sup> | MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;47549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 |
| <sup>\*</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 |
| <sup>\*</sup> | Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  |  |  | **1248355** |
| **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;101723 | &nbsp;&nbsp;&nbsp;&nbsp;100700 |
|  | Walmart Inc. | &nbsp;&nbsp;990561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96857 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;537597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85650 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;356871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64997 |
|  | Coca-Cola Co. | &nbsp;&nbsp;888171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62838 |
|  | PepsiCo Inc. | &nbsp;&nbsp;314352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41507 |
|  | Altria Group Inc. | &nbsp;&nbsp;386152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22640 |
|  | Mondelez International Inc. Class A | &nbsp;&nbsp;296888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20022 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;185790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16888 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;311392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 |
|  | Target Corp. | &nbsp;&nbsp;104131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10273 |
| <sup>\*</sup> | Monster Beverage Corp. | &nbsp;&nbsp;160980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084 |
|  | Kroger Co. | &nbsp;&nbsp;140391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10070 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 |
|  | Kenvue Inc. | &nbsp;&nbsp;440093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9211 |
|  | Sysco Corp. | &nbsp;&nbsp;111080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8413 |
|  | General Mills Inc. | &nbsp;&nbsp;125340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;109955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5803 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;33863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;198522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;61527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;58052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;65772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;28326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401 |
|  | Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;30884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;24247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;109784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | Molson Coors Beverage Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;39430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 |
|  | Walgreens Boots Alliance Inc. | &nbsp;&nbsp;164938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;45317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;41662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**662497** |
| **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;988147 | &nbsp;&nbsp;&nbsp;&nbsp;106522 |
|  | Chevron Corp. | &nbsp;&nbsp;372359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53318 |
|  | ConocoPhillips | &nbsp;&nbsp;289415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25972 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;279929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17582 |
|  | EOG Resources Inc. | &nbsp;&nbsp;125108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14964 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;443183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13030 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11699 |
|  | ONEOK Inc. | &nbsp;&nbsp;143193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11689 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;93399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11143 |
|  | Schlumberger NV | &nbsp;&nbsp;311632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10533 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 |
|  | Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;227052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 |
|  | EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;137158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;162290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5882 |
|  | Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796 |
|  | Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;147568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;175409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  | Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;197570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 |
|  | APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 |
|  |  |  | &nbsp;&nbsp;**358027** |
| **Financials (14.0%)** | **Financials (14.0%)** | **Financials (14.0%)** | **Financials (14.0%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;420425 | &nbsp;&nbsp;204230 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;637175 | &nbsp;&nbsp;184723 |
|  | Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;392292 | &nbsp;&nbsp;139283 |
|  | Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;185979 | &nbsp;&nbsp;104509 |
|  | Bank of America Corp. | &nbsp;&nbsp;1502391 | &nbsp;&nbsp;&nbsp;&nbsp;71093 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;746121 | &nbsp;&nbsp;&nbsp;&nbsp;59779 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70350 | &nbsp;&nbsp;&nbsp;&nbsp;49790 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;126913 | &nbsp;&nbsp;&nbsp;&nbsp;40483 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;283238 | &nbsp;&nbsp;&nbsp;&nbsp;39897 |
|  | S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71978 | &nbsp;&nbsp;&nbsp;&nbsp;37953 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;428208 | &nbsp;&nbsp;&nbsp;&nbsp;36449 |
|  | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;134409 | &nbsp;&nbsp;&nbsp;&nbsp;35868 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;391601 | &nbsp;&nbsp;&nbsp;&nbsp;35730 |
|  | Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33391 | &nbsp;&nbsp;&nbsp;&nbsp;35036 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146653 | &nbsp;&nbsp;&nbsp;&nbsp;31202 |
|  | Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167293 | &nbsp;&nbsp;&nbsp;&nbsp;25024 |
|  | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85439 | &nbsp;&nbsp;&nbsp;&nbsp;24753 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112968 | &nbsp;&nbsp;&nbsp;&nbsp;24699 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131526 | &nbsp;&nbsp;&nbsp;&nbsp;24131 |
|  | CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82622 | &nbsp;&nbsp;&nbsp;&nbsp;22772 |
| <sup>\*</sup> | Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127114 | &nbsp;&nbsp;&nbsp;&nbsp;21916 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155197 | &nbsp;&nbsp;&nbsp;&nbsp;20646 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58720 | &nbsp;&nbsp;&nbsp;&nbsp;18797 |
|  | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35477 | &nbsp;&nbsp;&nbsp;&nbsp;17795 |
|  | Aon plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49508 | &nbsp;&nbsp;&nbsp;&nbsp;17662 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48469 | &nbsp;&nbsp;&nbsp;&nbsp;16988 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90691 | &nbsp;&nbsp;&nbsp;&nbsp;16907 |
| <sup>\*</sup> | PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;222958 | &nbsp;&nbsp;&nbsp;&nbsp;16570 |
|  | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;357143 | &nbsp;&nbsp;&nbsp;&nbsp;16161 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;164040 | &nbsp;&nbsp;&nbsp;&nbsp;14946 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103520 | &nbsp;&nbsp;&nbsp;&nbsp;14686 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51940 | &nbsp;&nbsp;&nbsp;&nbsp;13896 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;300174 | &nbsp;&nbsp;&nbsp;&nbsp;12904 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60702 | &nbsp;&nbsp;&nbsp;&nbsp;12220 |
|  | Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111531 | &nbsp;&nbsp;&nbsp;&nbsp;11762 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21836 | &nbsp;&nbsp;&nbsp;&nbsp;11655 |
|  | American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132094 | &nbsp;&nbsp;&nbsp;&nbsp;11306 |
|  | MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129265 | &nbsp;&nbsp;&nbsp;&nbsp;10396 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17739 | &nbsp;&nbsp;&nbsp;&nbsp;10231 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8474 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7116 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;153265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 |
|  | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;333405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5588 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5376 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | W R Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 |
|  | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;205276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;226706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | Jack Henry & Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358 |
|  | Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | MarketAxess Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
|  | Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;102598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 |
|  |  |  | **1689222** |
| **Health Care (9.3%)** | **Health Care (9.3%)** | **Health Care (9.3%)** | **Health Care (9.3%)** |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;180349 | &nbsp;&nbsp;&nbsp;&nbsp;140587 |
|  | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;551649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84264 |
|  | AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;404990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75174 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64883 |
|  | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;398867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54250 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;575701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45573 |
| <sup>\*</sup> | Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44654 |
| <sup>\*</sup> | Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;339186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36432 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35091 |
|  | Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34422 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;285207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31621 |
|  | Pfizer Inc. | &nbsp;&nbsp;1303398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31594 |
|  | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31195 |
|  | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28847 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26213 |
|  | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;293983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25627 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;466580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21598 |
|  | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21021 |
|  | Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20247 |
|  | Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20147 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;290020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20006 |
|  | Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15918 |
|  | HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15213 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11860 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11313 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;134466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10517 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7841 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6756 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;113911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 |
| <sup>\*</sup> | Molina Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
| <sup>\*</sup> | Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
| <sup>\*</sup> | Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
| <sup>\*</sup> | Incyte Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>\*</sup> | Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
|  | Viatris Inc. | &nbsp;&nbsp;269713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Universal Health Services Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;13143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
| <sup>\*</sup> | Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 |
| <sup>\*</sup> | Henry Schein Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>\*</sup> | DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  |  |  | **1121423** |
| **Industrials (8.5%)** | **Industrials (8.5%)** | **Industrials (8.5%)** | **Industrials (8.5%)** |
|  | GE Aerospace | &nbsp;&nbsp;244495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62931 |
| <sup>\*</sup> | Uber Technologies Inc. | &nbsp;&nbsp;479446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44732 |
|  | RTX Corp. | &nbsp;&nbsp;306309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44727 |
|  | Caterpillar Inc. | &nbsp;&nbsp;107827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41860 |
| <sup>\*</sup> | Boeing Co. | &nbsp;&nbsp;172871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36222 |
|  | Honeywell International Inc. | &nbsp;&nbsp;147336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34312 |
|  | GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33113 |
|  | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;89712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32026 |
|  | Union Pacific Corp. | &nbsp;&nbsp;136984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31517 |
|  | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;57869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29426 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28701 |
|  | Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp;51133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22366 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22140 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20463 |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19583 |
|  | Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | 3M Co. | &nbsp;&nbsp;123359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18780 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17541 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17228 |
|  | Emerson Electric Co. | &nbsp;&nbsp;128958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17194 |
|  | United Parcel Service Inc. Class B | &nbsp;&nbsp;168162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16974 |
|  | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 |
|  | Johnson Controls International plc | &nbsp;&nbsp;150871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15935 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15506 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15111 |
|  | CSX Corp. | &nbsp;&nbsp;430675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14053 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14039 |
|  | Carrier Global Corp. | &nbsp;&nbsp;182777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13378 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13230 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12846 |
|  | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11487 |
|  | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 |
|  | PACCAR Inc. | &nbsp;&nbsp;120344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11440 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226 |
|  | Fastenal Co. | &nbsp;&nbsp;263040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11048 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10748 |
|  | Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10688 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10425 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10343 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;201537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9578 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8956 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8583 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7689 |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;149576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6912 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;130962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 |
|  | Pentair plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596 |
|  | Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
|  | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
| <sup>\*</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 |
|  | Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615 |
|  | Paycom Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
| <sup>\*</sup> | Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>\*</sup> | Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | A O Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  |  |  | **1033320** |
| **Information Technology (33.0%)** | **Information Technology (33.0%)** | **Information Technology (33.0%)** | **Information Technology (33.0%)** |
|  | NVIDIA Corp. | &nbsp;&nbsp;5591310 | &nbsp;&nbsp;&nbsp;&nbsp;883371 |
|  | Microsoft Corp. | &nbsp;&nbsp;1704056 | &nbsp;&nbsp;&nbsp;&nbsp;847615 |
|  | Apple Inc. | &nbsp;&nbsp;3424327 | &nbsp;&nbsp;&nbsp;&nbsp;702569 |
|  | Broadcom Inc. | &nbsp;&nbsp;1078010 | &nbsp;&nbsp;&nbsp;&nbsp;297153 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;372897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81526 |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;487686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66481 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;912071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63279 |
|  | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;213083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62813 |
|  | Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;219981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59987 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;371725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52748 |
|  | Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50484 |
| <sup>\*</sup> | ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48793 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;208271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43241 |
|  | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;143530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40059 |
| <sup>\*</sup> | Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37803 |
|  | Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;186251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34097 |
|  | Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31579 |
| <sup>\*</sup> | Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31066 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29085 |
|  | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;293226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28543 |
|  | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;277344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27388 |
|  | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27154 |
|  | Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;113697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27062 |
| <sup>\*</sup> | Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;236109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24156 |
|  | Intel Corp. | &nbsp;&nbsp;1000035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22401 |
| <sup>\*</sup> | Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19290 |
| <sup>\*</sup> | Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18174 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16088 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;145659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15399 |
| <sup>\*</sup> | Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15186 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13973 |
|  | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12651 |
| <sup>\*</sup> | Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11921 |
|  | TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11469 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10202 |
|  | Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;112989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8674 |
|  | Dell Technologies Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8418 |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 |
| <sup>\*</sup> | ANSYS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7015 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;301465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6165 |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;117469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359 |
|  | Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | HP Inc. | &nbsp;&nbsp;216669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
| <sup>\*</sup> | PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 |
| <sup>\*</sup> | F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884 |
|  | Gen Digital Inc. | &nbsp;&nbsp;125424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>\*</sup> | Akamai Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
| <sup>\*</sup> | EPAM Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>\*</sup> | Enphase Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
| <sup>\*</sup> | Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  | **3983567** |
| **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** |
|  | Linde plc | &nbsp;&nbsp;107916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50632 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;52849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146 |
|  | Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15584 |
|  | Newmont Corp. | &nbsp;&nbsp;255169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14866 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14387 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;329277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14274 |
|  | Corteva Inc. | &nbsp;&nbsp;156368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11654 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;30265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 |
|  | International Paper Co. | &nbsp;&nbsp;120807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 |
|  | Smurfit WestRock plc | &nbsp;&nbsp;113968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 |
|  | Amcor plc | &nbsp;&nbsp;524028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318 |
|  | Dow Inc. | &nbsp;&nbsp;161590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;20533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576 |
|  | CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;59086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;72986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;26440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**226175** |
| **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** |
|  | American Tower Corp. | &nbsp;&nbsp;107322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23720 |
|  | Prologis Inc. | &nbsp;&nbsp;212756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22365 |
|  | Welltower Inc. | &nbsp;&nbsp;142471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21902 |
|  | Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17842 |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12654 |
|  | Realty Income Corp. | &nbsp;&nbsp;207088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11930 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11310 |
|  | Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;36199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10622 |
|  | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10254 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;67309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;242095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7892 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 |
|  | Ventas Inc. | &nbsp;&nbsp;103334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;78575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;166668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;130345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;155258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
|  | UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | Healthpeak Properties Inc. | &nbsp;&nbsp;158595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;24547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766 |
|  | Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Host Hotels & Resorts Inc. | &nbsp;&nbsp;159408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | BXP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;17659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**246010** |
| **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** |
|  | NextEra Energy Inc. | &nbsp;&nbsp;471999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32766 |
|  | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23193 |
|  | Southern Co. | &nbsp;&nbsp;252066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147 |
|  | Duke Energy Corp. | &nbsp;&nbsp;178267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21036 |
|  | Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15078 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;122516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12712 |
|  | Sempra | &nbsp;&nbsp;149534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;195519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051 |
|  | Exelon Corp. | &nbsp;&nbsp;231457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;114385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9629 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;132198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Entergy Corp. | &nbsp;&nbsp;102282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7618 |
|  | NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7191 |
|  | PG&E Corp. | &nbsp;&nbsp;503369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7017 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;47508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
|  | PPL Corp. | &nbsp;&nbsp;169196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;150002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;84063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;118059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;88430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
|  | NiSource Inc. | &nbsp;&nbsp;108162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | AES Corp. | &nbsp;&nbsp;163353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**288076** |
| **Total Common Stocks (Cost $5,211,793)** | **Total Common Stocks (Cost $5,211,793)** | **Total Common Stocks (Cost $5,211,793)** | **12035491** |
| **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>2,3</sup> | Vanguard Market Liquidity Fund, 4.355% **(Cost $23,861)** | &nbsp;&nbsp;238629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23861** |
| **Total Investments (99.9%) (Cost $5,235,654)** | **Total Investments (99.9%) (Cost $5,235,654)** |  | &nbsp;&nbsp;**12059352** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8182** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**12067534** |

---

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 $815. |
| 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 $822 was received for securities on loan. |

---

------

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 | September 2025 | 103 | 32207 | &nbsp;&nbsp;171 |

---

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

------

Equity Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $5,211,793) | 12035491 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $23,861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23861 |
| Total Investments in Securities | 12059352 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| **Total Assets** | **12072897** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5363** |
| **Net Assets** | **12067534** |
| 1 Includes $815 of securities on loan. |  |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;5000705 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;7066829 |
| **Net Assets** | **12067534** |
| **Net Assets** |  |
| **Applicable to 163,304,079 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **12067534** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$73.90** |

---

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

------

Equity Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74613 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74856 |
| **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;138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7846 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**67010** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184717 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188101** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440436 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**440660** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**695771** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $19. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $217, 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

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129440 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249547 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440660 | &nbsp;&nbsp;&nbsp;&nbsp;1899728 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695771 | &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;518476 | &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;&nbsp;&nbsp;(625403) | &nbsp;&nbsp;&nbsp;&nbsp;(1022556) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494184 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588844 | &nbsp;&nbsp;&nbsp;&nbsp;2256317 |
| **Net Assets** |  |  |
| **Beginning of Period** | **11478690** | &nbsp;&nbsp;&nbsp;&nbsp;**9222373** |
| **End of Period** | **12067534** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** | &nbsp;&nbsp;&nbsp;**$53.76** | &nbsp;&nbsp;&nbsp;**$47.70** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.416 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.798 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;3.728 | &nbsp;&nbsp;&nbsp;&nbsp;13.851 | &nbsp;&nbsp;&nbsp;&nbsp;11.870 | &nbsp;&nbsp;&nbsp;&nbsp;(12.244) | &nbsp;&nbsp;&nbsp;&nbsp;13.978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.014 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;4.144 | &nbsp;&nbsp;&nbsp;&nbsp;14.677 | &nbsp;&nbsp;&nbsp;&nbsp;12.703 | &nbsp;&nbsp;&nbsp;&nbsp;(11.438) | &nbsp;&nbsp;&nbsp;&nbsp;14.716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.812 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.806) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.946) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.752) |
| **Net Asset Value, End of Period** | **$73.90** | &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** |
| **Total Return** | **6.13%** | &nbsp;&nbsp;&nbsp;**24.84%** | &nbsp;&nbsp;&nbsp;**26.11%** | &nbsp;&nbsp;&nbsp;**-18.23%** | &nbsp;&nbsp;&nbsp;**28.55%** | &nbsp;&nbsp;&nbsp;**18.20%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $12068 | &nbsp;&nbsp;&nbsp;$11479 | &nbsp;&nbsp;&nbsp;$9222 | &nbsp;&nbsp;&nbsp;$7592 | &nbsp;&nbsp;&nbsp;$9354 | &nbsp;&nbsp;&nbsp;$7555 |
| Ratio of Total Expenses to Average Net Assets | 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% | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | 1.20% | &nbsp;&nbsp;&nbsp;1.23% | &nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;1.48% | &nbsp;&nbsp;&nbsp;1.25% | &nbsp;&nbsp;&nbsp;1.73% |
| Portfolio Turnover Rate | 2% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;8% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |

---

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 six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

6. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending

------

Equity Index Portfolio

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

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

7. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $301,000, representing less than 0.01% of the portfolio's net assets and 0.12% 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.**

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

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;5236294 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;7248598 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(425369) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;6823229 |

---

E. During the six months ended June 30, 2025, the portfolio purchased $206,960,000 of investment securities and sold $264,318,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2025, such purchases were $12,587,000 and sales were $16,671,000, resulting in net realized gain of $4,724,000; 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:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;14842 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
| Redeemed | (8934) | &nbsp;&nbsp;&nbsp;(15286) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;4182 | &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.

------

Equity Index Portfolio

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692EQUX 082025

------

![](tm2519836d7vvifglobndidxi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Global Bond Index Portfolio

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

------

Contents

Financial Statements 1 <br>

------

Global Bond Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (99.9%)** | **Investment Companies (99.9%)** | **Investment Companies (99.9%)** | **Investment Companies (99.9%)** |
| **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;34683344 | &nbsp;&nbsp;364175 |
| **International Bond Fund (29.9%)** | **International Bond Fund (29.9%)** | **International Bond Fund (29.9%)** | **International Bond Fund (29.9%)** |
|  | Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;7887252 | &nbsp;&nbsp;155695 |
| **Total Investment Companies (Cost $583,968)** | **Total Investment Companies (Cost $583,968)** | **Total Investment Companies (Cost $583,968)** | **519870** |
| **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund, 4.355% **(Cost $356)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**356** |
| **Total Investments (100.0%) (Cost $584,324)** | **Total Investments (100.0%) (Cost $584,324)** |  | &nbsp;&nbsp;**520226** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**212** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**520438** |

---

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 June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value—Affiliated Funds (Cost $584,324) | 520226 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| **Total Assets** | **521221** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**783** |
| **Net Assets** | **520438** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 572035 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(51597) |
| **Net Assets** | **520438** |
| **Net Assets** |  |
| **Applicable to 28,280,011 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **520438** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$18.40** |

---

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;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14035 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14035** |
| **Realized Net Gain (Loss) on Affiliated Funds Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**371** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2228** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16634** |

---

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

------

Global Bond Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;14035 | &nbsp;&nbsp;&nbsp;&nbsp;14493 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;(6234) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;16634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9227 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;(16197) | &nbsp;&nbsp;&nbsp;&nbsp;(13153) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;72970 | &nbsp;&nbsp;&nbsp;114641 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;16197 | &nbsp;&nbsp;&nbsp;&nbsp;13153 |
| Redeemed | &nbsp;&nbsp;(57062) | &nbsp;&nbsp;&nbsp;&nbsp;(77033) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;32105 | &nbsp;&nbsp;&nbsp;&nbsp;50761 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;32542 | &nbsp;&nbsp;&nbsp;&nbsp;46835 |
| **Net Assets** |  |  |
| **Beginning of Period** | **487896** | &nbsp;&nbsp;&nbsp;**441061** |
| **End of Period** | **520438** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$18.41** | &nbsp;&nbsp;&nbsp;**$18.60** | &nbsp;&nbsp;&nbsp;**$17.83** | &nbsp;&nbsp;&nbsp;**$21.30** | &nbsp;&nbsp;&nbsp;**$22.40** | &nbsp;&nbsp;&nbsp;**$21.41** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.512 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.437 |
| Capital Gain Distributions Received<sup>1</sup> |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.011 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.082 | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.962 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.594 | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.410 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.338) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.082) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.420) |
| **Net Asset Value, End of Period** | **$18.40** | &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** |
| **Total Return** | **3.28%** | &nbsp;&nbsp;&nbsp;**2.03%** | &nbsp;&nbsp;&nbsp;**6.52%** | &nbsp;&nbsp;&nbsp;**-13.13%** | &nbsp;&nbsp;&nbsp;**-1.84%** | &nbsp;&nbsp;&nbsp;**6.67%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $520 | &nbsp;&nbsp;&nbsp;$488 | &nbsp;&nbsp;&nbsp;$441 | &nbsp;&nbsp;&nbsp;$386 | &nbsp;&nbsp;&nbsp;$465 | &nbsp;&nbsp;&nbsp;$438 |
| 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 | 0.13% | &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 | 3.18% | &nbsp;&nbsp;&nbsp;3.12% | &nbsp;&nbsp;&nbsp;3.04% | &nbsp;&nbsp;&nbsp;1.87% | &nbsp;&nbsp;&nbsp;2.32% | &nbsp;&nbsp;&nbsp;1.98% |
| Portfolio Turnover Rate | 7% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;16% |
| The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |

---

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 six months ended June 30, 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 six months ended June 30, 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.

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

------

Global Bond Index Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;584857 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(65302) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(64631) |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;3991 | &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 | (3114) | &nbsp;&nbsp;&nbsp;(4210) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |

---

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;Jun. 30, 2025<br> Market Value<br> ($000) |
| 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;2 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| Vanguard Total International Bond Index Fund | 146284 | &nbsp;&nbsp;20833 | &nbsp;&nbsp;12278 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;— | &nbsp;&nbsp;155695 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 341616 | &nbsp;&nbsp;41934 | &nbsp;&nbsp;21118 | &nbsp;&nbsp;336 | &nbsp;&nbsp;1407 | &nbsp;&nbsp;12137 | &nbsp;&nbsp;— | &nbsp;&nbsp;364175 |
| Total | 487900 | &nbsp;&nbsp;62767 | &nbsp;&nbsp;33396 | &nbsp;&nbsp;371 | &nbsp;&nbsp;2228 | &nbsp;&nbsp;14035 | &nbsp;&nbsp;— | &nbsp;&nbsp;520226 |

---

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 June 30, 2025, two shareholders (insurance company separate accounts whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) were each a record or beneficial owner of at least 25% or more of the portfolio's net assets, with a combined ownership of 64%. 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692GBI 082025

![](tm2519836d7vvifglobndidxi002.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total Bond Market Index Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Total Bond Market Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** |
| **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7723 | &nbsp;&nbsp; 7763 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14250 | &nbsp;&nbsp; 13746 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6966 | &nbsp;&nbsp; 6811 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13828 | &nbsp;&nbsp; 13883 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10068 | &nbsp;&nbsp; 9796 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10578 | &nbsp;&nbsp; 10623 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2366 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10163 | &nbsp;&nbsp; 9794 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13393 | &nbsp;&nbsp; 13361 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3528 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11270 | &nbsp;&nbsp; 10855 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9191 | &nbsp;&nbsp; 9144 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 5600 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9930 | &nbsp;&nbsp; 9575 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4075 | &nbsp;&nbsp; 3956 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 | &nbsp;&nbsp; 6850 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7946 | &nbsp;&nbsp; 7747 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8408 | &nbsp;&nbsp; 8490 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 | &nbsp;&nbsp; 4166 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 4916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15349 | &nbsp;&nbsp; 15429 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10994 | &nbsp;&nbsp; 11076 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9191 | &nbsp;&nbsp; 8847 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15045 | &nbsp;&nbsp; 15134 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8930 | &nbsp;&nbsp; 8951 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17534 | &nbsp;&nbsp; 16913 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9468 | &nbsp;&nbsp; 9512 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3422 | &nbsp;&nbsp; 3338 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9489 | &nbsp;&nbsp; 9534 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3143 | &nbsp;&nbsp; 3008 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10113 | &nbsp;&nbsp; 9801 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10058 | &nbsp;&nbsp; 10111 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9250 | &nbsp;&nbsp; 9320 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3963 | &nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 | &nbsp;&nbsp; 5823 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12498 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8618 | &nbsp;&nbsp; 8725 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6820 | &nbsp;&nbsp; 6431 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5620 | &nbsp;&nbsp; 5520 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14723 | &nbsp;&nbsp; 14722 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 9149 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12992 | &nbsp;&nbsp; 13164 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6605 | &nbsp;&nbsp; 6213 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7535 | &nbsp;&nbsp; 7379 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11229 | &nbsp;&nbsp; 11256 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6014 | &nbsp;&nbsp; 6114 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8889 | &nbsp;&nbsp; 8340 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9539 | &nbsp;&nbsp; 9453 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6996 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6993 | &nbsp;&nbsp; 7080 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9260 | &nbsp;&nbsp; 8641 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11284 | &nbsp;&nbsp; 11064 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8447 | &nbsp;&nbsp; 8193 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10735 | &nbsp;&nbsp; 10740 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 | &nbsp;&nbsp; 7305 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7888 | &nbsp;&nbsp; 7791 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7144 | &nbsp;&nbsp; 7095 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8525 | &nbsp;&nbsp; 7916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7865 | &nbsp;&nbsp; 7936 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 13437 | &nbsp;&nbsp; 13483 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10290 | &nbsp;&nbsp; 9557 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8761 | &nbsp;&nbsp; 8841 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7302 | &nbsp;&nbsp; 7060 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10100 | &nbsp;&nbsp; 10194 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8128 | &nbsp;&nbsp; 7556 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7007 | &nbsp;&nbsp; 7034 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9190 | &nbsp;&nbsp; 9255 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11360 | &nbsp;&nbsp; 10531 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp; 6086 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8482 | &nbsp;&nbsp; 8592 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12760 | &nbsp;&nbsp; 11837 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7611 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9790 | &nbsp;&nbsp; 9556 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8872 | &nbsp;&nbsp; 8992 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12968 | &nbsp;&nbsp; 12126 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7787 | &nbsp;&nbsp; 7845 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9991 | &nbsp;&nbsp; 10039 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12036 | &nbsp;&nbsp; 11270 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6846 | &nbsp;&nbsp; 6834 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10598 | &nbsp;&nbsp; 10612 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10814 | &nbsp;&nbsp; 10107 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6803 | &nbsp;&nbsp; 6766 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11755 | &nbsp;&nbsp; 11492 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 14479 | &nbsp;&nbsp; 14502 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10615 | &nbsp;&nbsp; 9903 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8293 | &nbsp;&nbsp; 8275 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7220 | &nbsp;&nbsp; 7258 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9941 | &nbsp;&nbsp; 9254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8012 | &nbsp;&nbsp; 8080 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12705 | &nbsp;&nbsp; 11712 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6769 | &nbsp;&nbsp; 6851 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12366 | &nbsp;&nbsp; 12061 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13987 | &nbsp;&nbsp; 12915 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 | &nbsp;&nbsp; 5615 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13792 | &nbsp;&nbsp; 12759 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8643 | &nbsp;&nbsp; 8883 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10725 | &nbsp;&nbsp; 9943 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8243 | &nbsp;&nbsp; 8540 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11328 | &nbsp;&nbsp; 11116 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1731 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9995 | &nbsp;&nbsp; 9288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10440 | &nbsp;&nbsp; 10659 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10224 | &nbsp;&nbsp; 9445 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8356 | &nbsp;&nbsp; 8364 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8040 | &nbsp;&nbsp; 7510 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9078 | &nbsp;&nbsp; 9160 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10333 | &nbsp;&nbsp; 9950 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8640 | &nbsp;&nbsp; 8097 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11636 | &nbsp;&nbsp; 11843 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9595 | &nbsp;&nbsp; 9142 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10214 | &nbsp;&nbsp; 10354 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9400 | &nbsp;&nbsp; 9113 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9639 | &nbsp;&nbsp; 9941 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8871 | &nbsp;&nbsp; 8438 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8802 | &nbsp;&nbsp; 8488 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13504 | &nbsp;&nbsp; 13874 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 | &nbsp;&nbsp; 7015 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12711 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6550 | &nbsp;&nbsp; 6274 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10176 | &nbsp;&nbsp; 10271 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 | &nbsp;&nbsp; 4254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5835 | &nbsp;&nbsp; 5695 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13505 | &nbsp;&nbsp; 13440 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12655 | &nbsp;&nbsp; 12528 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6802 | &nbsp;&nbsp; 6834 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5925 | &nbsp;&nbsp; 5981 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10029 | &nbsp;&nbsp; 10174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2351 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5971 | &nbsp;&nbsp; 5997 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11735 | &nbsp;&nbsp; 11908 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6303 | &nbsp;&nbsp; 6330 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11824 | &nbsp;&nbsp; 12119 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4790 | &nbsp;&nbsp; 4735 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12208 | &nbsp;&nbsp; 12451 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8994 | &nbsp;&nbsp; 8139 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 15926 | &nbsp;&nbsp; 16084 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4691 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8715 | &nbsp;&nbsp; 8797 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp; 5227 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9368 | &nbsp;&nbsp; 9406 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13704 | &nbsp;&nbsp; 11790 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1493 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5680 | &nbsp;&nbsp; 5668 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8210 | &nbsp;&nbsp; 8290 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4589 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 | &nbsp;&nbsp; 8417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5944 | &nbsp;&nbsp; 5996 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 18952 | &nbsp;&nbsp; 16161 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5681 | &nbsp;&nbsp; 5763 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 | &nbsp;&nbsp; 6425 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5840 | &nbsp;&nbsp; 6130 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 19461 | &nbsp;&nbsp; 16694 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6405 | &nbsp;&nbsp; 6571 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 6352 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7012 | &nbsp;&nbsp; 7062 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15708 | &nbsp;&nbsp; 13591 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1653 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7708 | &nbsp;&nbsp; 7857 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8407 | &nbsp;&nbsp; 8514 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7993 | &nbsp;&nbsp; 8300 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 18109 | &nbsp;&nbsp; 15971 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7766 | &nbsp;&nbsp; 8064 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 | &nbsp;&nbsp; 8058 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8081 | &nbsp;&nbsp; 8174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 19802 | &nbsp;&nbsp; 16938 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8622 | &nbsp;&nbsp; 8541 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8470 | &nbsp;&nbsp; 8329 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8361 | &nbsp;&nbsp; 8449 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20303 | &nbsp;&nbsp; 17371 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8420 | &nbsp;&nbsp; 8506 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7357 | &nbsp;&nbsp; 7587 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 7992 | &nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17403 | &nbsp;&nbsp; 15288 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 7463 | &nbsp;&nbsp; 7532 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8327 | &nbsp;&nbsp; 8402 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 6529 | &nbsp;&nbsp; 6538 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17763 | &nbsp;&nbsp; 16575 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5715 | &nbsp;&nbsp; 5764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 12255 | &nbsp;&nbsp; 12264 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17860 | &nbsp;&nbsp; 16476 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 16869 | &nbsp;&nbsp; 16985 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 17103 | &nbsp;&nbsp; 16490 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 17348 | &nbsp;&nbsp; 16539 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 19082 | &nbsp;&nbsp; 18797 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 20302 | &nbsp;&nbsp; 20855 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 20720 | &nbsp;&nbsp; 20508 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 22071 | &nbsp;&nbsp; 22418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21008 | &nbsp;&nbsp; 20515 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21383 | &nbsp;&nbsp; 21456 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 18590 | &nbsp;&nbsp; 19184 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 9673 | &nbsp;&nbsp; 9688 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 811 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1813 | &nbsp;&nbsp; 1764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 2593 | &nbsp;&nbsp; 2581 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 2334 | &nbsp;&nbsp; 2287 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 | &nbsp;&nbsp; 2798 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7474 | &nbsp;&nbsp; 4641 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp; 2284 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 10180 | &nbsp;&nbsp; 6254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2515 | &nbsp;&nbsp; 2312 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7874 | &nbsp;&nbsp; 5012 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp; 2103 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11798 | &nbsp;&nbsp; 8108 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1981 | &nbsp;&nbsp; 2005 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 6810 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1904 | &nbsp;&nbsp; 1844 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 12566 | &nbsp;&nbsp; 8337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11218 | &nbsp;&nbsp; 7709 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1801 | &nbsp;&nbsp; 1476 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8961 | &nbsp;&nbsp; 6514 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2081 | &nbsp;&nbsp; 1698 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 1692 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7780 | &nbsp;&nbsp; 6433 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2214 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6422 | &nbsp;&nbsp; 5389 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 | &nbsp;&nbsp; 2760 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6447 | &nbsp;&nbsp; 5880 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 2715 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6758 | &nbsp;&nbsp; 6047 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 5245 | &nbsp;&nbsp; 4040 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 5701 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp; 4023 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 | &nbsp;&nbsp; 6811 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 4185 | &nbsp;&nbsp; 3655 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6650 | &nbsp;&nbsp; 6642 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4238 | &nbsp;&nbsp; 3626 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 6878 | &nbsp;&nbsp; 6646 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4726 | &nbsp;&nbsp; 3885 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7094 | &nbsp;&nbsp; 6956 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 | &nbsp;&nbsp; 3820 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7083 | &nbsp;&nbsp; 6490 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4203 | &nbsp;&nbsp; 3235 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7572 | &nbsp;&nbsp; 7413 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 5559 | &nbsp;&nbsp; 3912 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 | &nbsp;&nbsp; 7123 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2574 | &nbsp;&nbsp; 1971 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 6162 | &nbsp;&nbsp; 6330 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2899 | &nbsp;&nbsp; 2167 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1420 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 3877 | &nbsp;&nbsp; 2686 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 4692 | &nbsp;&nbsp; 3239 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 5611 | &nbsp;&nbsp; 3675 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 1671 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 3521 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 3973 | &nbsp;&nbsp; 2974 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6647 | &nbsp;&nbsp; 4738 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6573 | &nbsp;&nbsp; 4673 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 6539 | &nbsp;&nbsp; 4857 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7485 | &nbsp;&nbsp; 5677 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7674 | &nbsp;&nbsp; 5674 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 8588 | &nbsp;&nbsp; 6792 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 9270 | &nbsp;&nbsp; 6831 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8925 | &nbsp;&nbsp; 6405 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8094 | &nbsp;&nbsp; 5076 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 7648 | &nbsp;&nbsp; 4919 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 8942 | &nbsp;&nbsp; 5251 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 7811 | &nbsp;&nbsp; 3752 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10976 | &nbsp;&nbsp; 5410 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10846 | &nbsp;&nbsp; 5713 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 13054 | &nbsp;&nbsp; 7333 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12375 | &nbsp;&nbsp; 7847 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12350 | &nbsp;&nbsp; 7121 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12120 | &nbsp;&nbsp; 6742 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 11332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6924 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7623 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7441 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 9601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8398 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 9754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7962 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8548 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9614 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 11002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10901 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10475 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11240 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10600 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 10812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10307 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 14136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13766 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9306 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2292253** |
| **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **21732** |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6890 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 13838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12863 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/25–2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26–8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6093 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26–11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27–3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2212 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27–5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28–6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28–3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28–12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39–10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3647 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2102 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/25–11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/25–9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/25–10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/25–1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26–7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26–10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27–12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32–3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33–3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34–4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–2/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 23177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21391 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 16973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16041 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/27–5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp; 29022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27–5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24868 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 27855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27464 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 7693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7939 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/36–9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/39–4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 21064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20347 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50–6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/52–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 31824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31956 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/52–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 20545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20907 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25–7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 38173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36050 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 38883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35707 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 54723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54040 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25–4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7501 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25–7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 72411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64268 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/25–1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26–4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27–7/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;115049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97718 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27–7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;163765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134310 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28–4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 34710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33605 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28–6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 68430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69890 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31–7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 74949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75348 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32–5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 32987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34239 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 38940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31591 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **943114** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.155% | &nbsp;&nbsp;&nbsp;&nbsp;6.405% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;&nbsp;&nbsp;6.186% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;&nbsp;&nbsp;6.999% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.431% | &nbsp;&nbsp;&nbsp;&nbsp;7.068% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;&nbsp;&nbsp;7.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;&nbsp;&nbsp;6.374% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;&nbsp;&nbsp;7.351% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;&nbsp;&nbsp;7.292% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;&nbsp;&nbsp;7.241% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.598% | &nbsp;&nbsp;&nbsp;&nbsp;6.833% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;&nbsp;&nbsp;6.449% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;&nbsp;&nbsp;6.623% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;&nbsp;&nbsp;6.502% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;&nbsp;&nbsp;6.635% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.643% | &nbsp;&nbsp;&nbsp;&nbsp;7.394% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.676% | &nbsp;&nbsp;&nbsp;&nbsp;7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;&nbsp;&nbsp;6.682% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.966% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;7.198% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 14 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;&nbsp;&nbsp;7.448% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;7.575% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6.515% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.702% | &nbsp;&nbsp;&nbsp;&nbsp;7.126% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;&nbsp;&nbsp;6.330% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.710% | &nbsp;&nbsp;&nbsp;&nbsp;6.972% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;7.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.739% | &nbsp;&nbsp;&nbsp;&nbsp;7.246% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;&nbsp;&nbsp;6.619% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.747% | &nbsp;&nbsp;&nbsp;&nbsp;7.111% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.755% | &nbsp;&nbsp;&nbsp;&nbsp;6.739% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.783% | &nbsp;&nbsp;&nbsp;&nbsp;6.752% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.787% | &nbsp;&nbsp;&nbsp;&nbsp;7.189% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;&nbsp;&nbsp;7.245% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;&nbsp;&nbsp;6.739% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.796% | &nbsp;&nbsp;&nbsp;&nbsp;6.869% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.799% | &nbsp;&nbsp;&nbsp;&nbsp;6.687% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;&nbsp;&nbsp;6.669% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.435% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33–11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.685% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;&nbsp;&nbsp;6.742% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.717% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.651% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40–2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.440% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.576% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.823% | &nbsp;&nbsp;&nbsp;&nbsp;6.699% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;&nbsp;&nbsp;6.825% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.828% | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;6.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 9 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;7.705% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.782% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.835% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;&nbsp;&nbsp;6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;7.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.037% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;&nbsp;&nbsp;6.909% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;6.648% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.664% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;&nbsp;&nbsp;6.675% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.265% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;&nbsp;&nbsp;6.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;&nbsp;&nbsp;6.596% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;6.610% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;&nbsp;&nbsp;6.369% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;&nbsp;&nbsp;6.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.836% | &nbsp;&nbsp;&nbsp;&nbsp;6.869% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;&nbsp;&nbsp;6.480% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.844% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.755% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40–3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.825% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.123% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;&nbsp;&nbsp;6.638% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.883% | &nbsp;&nbsp;&nbsp;&nbsp;6.808% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;&nbsp;&nbsp;7.489% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;7.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.843% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.785% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;&nbsp;&nbsp;6.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/38–12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/38–12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/41–3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/41–6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/41–8/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **569** |
| **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3257668** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.310% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A1 Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class A4 Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A2 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2017-BNK9 | &nbsp;&nbsp;&nbsp;&nbsp;3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2018-BNK11 | &nbsp;&nbsp;&nbsp;&nbsp;4.046% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK19 | &nbsp;&nbsp;&nbsp;&nbsp;3.183% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK20 | &nbsp;&nbsp;&nbsp;&nbsp;3.011% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.254% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK9 | &nbsp;&nbsp;&nbsp;&nbsp;3.538% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.255% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.231% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp;4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK16 | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.714% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK22 | &nbsp;&nbsp;&nbsp;&nbsp;2.978% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.403% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK28 | &nbsp;&nbsp;&nbsp;&nbsp;1.844% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK29 | &nbsp;&nbsp;&nbsp;&nbsp;1.997% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK30 | &nbsp;&nbsp;&nbsp;&nbsp;1.925% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.036% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2023-BNK46 | &nbsp;&nbsp;&nbsp;&nbsp;5.745% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.518% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 397 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.435% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;4.217% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;2.851% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.649% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.144% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BN32 | &nbsp;&nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK33 | &nbsp;&nbsp;&nbsp;&nbsp;2.556% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK34 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK35 | &nbsp;&nbsp;&nbsp;&nbsp;2.285% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK37 | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2022-BNK43 | &nbsp;&nbsp;&nbsp;&nbsp;4.399% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK47 | &nbsp;&nbsp;&nbsp;&nbsp;5.716% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 395 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.731% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.474% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.481% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;3.093% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;3.203% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.695% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.651% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class ASB Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.641% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class C Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class AS Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 27 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;6.656% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;6.724% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp;5.614% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;7.379% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;7.559% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.919% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 257 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp;5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.639% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp;4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C7 | &nbsp;&nbsp;&nbsp;&nbsp;2.037% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C8 | &nbsp;&nbsp;&nbsp;&nbsp;2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C11 | &nbsp;&nbsp;&nbsp;&nbsp;2.322% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C12 | &nbsp;&nbsp;&nbsp;&nbsp;2.689% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C9 | &nbsp;&nbsp;&nbsp;&nbsp;2.299% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2022-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.946% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;5.451% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C22 | &nbsp;&nbsp;&nbsp;&nbsp;6.804% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C24 | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C26 | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C28 | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C30 | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 466 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.973% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.506% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Class A5 Series 2021-C10 | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A2 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;5.812% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;6.363% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V5 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2025-V15 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B5 | &nbsp;&nbsp;&nbsp;&nbsp;4.208% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.261% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B7 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.717% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B13 | &nbsp;&nbsp;&nbsp;&nbsp;2.952% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 262 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B3 | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.121% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B14 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp;2.928% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 213 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B9 | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.732% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.289% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.034% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B21 | &nbsp;&nbsp;&nbsp;&nbsp;1.978% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B22 | &nbsp;&nbsp;&nbsp;&nbsp;1.973% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.584% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.847% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B26 | &nbsp;&nbsp;&nbsp;&nbsp;2.613% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B28 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B29 | &nbsp;&nbsp;&nbsp;&nbsp;2.388% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B30 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 242 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B33 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B34 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B36 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.311% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.944% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.084% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2019-B11 | &nbsp;&nbsp;&nbsp;&nbsp;3.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 26 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B19 | &nbsp;&nbsp;&nbsp;&nbsp;2.148% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.909% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.274% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.527% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;7.097% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 420 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.739% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.374% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.313% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C4 | &nbsp;&nbsp;&nbsp;&nbsp;5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;5.765% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C6 | &nbsp;&nbsp;&nbsp;&nbsp;5.956% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C10 | &nbsp;&nbsp;&nbsp;&nbsp;5.478% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C9 | &nbsp;&nbsp;&nbsp;&nbsp;5.759% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2025-C11 | &nbsp;&nbsp;&nbsp;&nbsp;5.687% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;7.355% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C2 | &nbsp;&nbsp;&nbsp;&nbsp;7.485% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;6.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C7 | &nbsp;&nbsp;&nbsp;&nbsp;6.674% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;6.866% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class B Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;7.253% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.990% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | &nbsp;&nbsp;&nbsp;&nbsp;2.874% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 54 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 416 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | &nbsp;&nbsp;&nbsp;&nbsp;2.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.170% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class Class A3 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class Class A4 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp;2.724% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD2 | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 139 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.912% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A5 Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.456% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AM Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.709% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.833% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 28 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.332% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.213% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A3 Series 2016-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.865% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A3 Series 2016-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.217% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2022-A1 | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.646% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | &nbsp;&nbsp;&nbsp;&nbsp;3.762% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | &nbsp;&nbsp;&nbsp;&nbsp;3.314% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.902% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.471% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.009% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | &nbsp;&nbsp;&nbsp;&nbsp;3.038% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | &nbsp;&nbsp;&nbsp;&nbsp;3.616% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/56 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | &nbsp;&nbsp;&nbsp;&nbsp;4.742% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AAB Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.003% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.764% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.918% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 40 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2017-COR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2018-COR3 | &nbsp;&nbsp;&nbsp;&nbsp;4.228% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A4 Series 2015-CR26 | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2014-UBS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.694% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 107 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 15 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2015-CR22 | &nbsp;&nbsp;&nbsp;&nbsp;3.603% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2015-LC19 | &nbsp;&nbsp;&nbsp;&nbsp;3.527% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;3.263% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class ASB Series 2015-CR27 | &nbsp;&nbsp;&nbsp;&nbsp;3.404% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class ASB Series 2016-DC2 | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 13 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2014-CR15 | &nbsp;&nbsp;&nbsp;&nbsp;4.019% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.329% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;2.805% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.718% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.392% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | &nbsp;&nbsp;&nbsp;&nbsp;4.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.053% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.502% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | &nbsp;&nbsp;&nbsp;&nbsp;4.033% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.791% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2015-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.849% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 56 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;3.076% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;4.169% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Class A4 Series 2018-C1 | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2016-C3 | &nbsp;&nbsp;&nbsp;&nbsp;2.890% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp;1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class AM Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.561% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2022-A4 | &nbsp;&nbsp;&nbsp;&nbsp;5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A3 Series 2022-A3 | &nbsp;&nbsp;&nbsp;&nbsp;3.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.310% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp;5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2019-M21 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 26 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.681% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 3A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 80 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.092% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 53 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M15 | &nbsp;&nbsp;&nbsp;&nbsp;2.923% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 88 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M11 | &nbsp;&nbsp;&nbsp;&nbsp;2.369% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 208 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 217 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M13 | &nbsp;&nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M3 | &nbsp;&nbsp;&nbsp;&nbsp;2.702% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 57 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.499% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 38 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.292% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 255 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.498% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 131 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 172 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M14 | &nbsp;&nbsp;&nbsp;&nbsp;2.904% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 53 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.907% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 104 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.636% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 125 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.961% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp; 189 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M8 | &nbsp;&nbsp;&nbsp;&nbsp;3.061% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 351 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M13 | &nbsp;&nbsp;&nbsp;&nbsp;3.868% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 144 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M14 | &nbsp;&nbsp;&nbsp;&nbsp;3.699% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 162 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 360 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M3 | &nbsp;&nbsp;&nbsp;&nbsp;3.165% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 54 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.159% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 114 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 86 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.467% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 119 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M1 | &nbsp;&nbsp;&nbsp;&nbsp;3.662% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 163 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.885% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 369 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp; 214 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M22 | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 310 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp; 255 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 181 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 172 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 216 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 892 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M14 | &nbsp;&nbsp;&nbsp;&nbsp;1.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 210 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M29 | &nbsp;&nbsp;&nbsp;&nbsp;1.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M42 | &nbsp;&nbsp;&nbsp;&nbsp;1.270% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M46 | &nbsp;&nbsp;&nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 217 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.210% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 99 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M52 | &nbsp;&nbsp;&nbsp;&nbsp;1.359% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 238 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 52 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M11 | &nbsp;&nbsp;&nbsp;&nbsp;1.506% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M19 | &nbsp;&nbsp;&nbsp;&nbsp;1.797% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 236 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.517% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M3G | &nbsp;&nbsp;&nbsp;&nbsp;1.286% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.724% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 277 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M10 | &nbsp;&nbsp;&nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 195 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.583% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M3 | &nbsp;&nbsp;&nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M8 | &nbsp;&nbsp;&nbsp;&nbsp;2.001% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M1S | &nbsp;&nbsp;&nbsp;&nbsp;4.649% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M6 | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M8 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class ATS2 Series 2017-M15 | &nbsp;&nbsp;&nbsp;&nbsp;3.206% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2020-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-168 | &nbsp;&nbsp;&nbsp;&nbsp;4.130% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-169 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K759 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.736% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K087 | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;0.995% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 20 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;0.863% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 39 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.711% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 91 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.007% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 41 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K049 | &nbsp;&nbsp;&nbsp;&nbsp;3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K050 | &nbsp;&nbsp;&nbsp;&nbsp;3.334% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 82 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K052 | &nbsp;&nbsp;&nbsp;&nbsp;3.151% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 116 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K053 | &nbsp;&nbsp;&nbsp;&nbsp;2.995% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 66 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 143 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | &nbsp;&nbsp;&nbsp;&nbsp;2.653% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K064 | &nbsp;&nbsp;&nbsp;&nbsp;3.224% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | &nbsp;&nbsp;&nbsp;&nbsp;3.243% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 433 | &nbsp;&nbsp; 426 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | &nbsp;&nbsp;&nbsp;&nbsp;3.117% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | &nbsp;&nbsp;&nbsp;&nbsp;3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | &nbsp;&nbsp;&nbsp;&nbsp;3.244% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | &nbsp;&nbsp;&nbsp;&nbsp;3.303% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | &nbsp;&nbsp;&nbsp;&nbsp;3.444% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1699 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | &nbsp;&nbsp;&nbsp;&nbsp;3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | &nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | &nbsp;&nbsp;&nbsp;&nbsp;3.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | &nbsp;&nbsp;&nbsp;&nbsp;3.505% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 441 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | &nbsp;&nbsp;&nbsp;&nbsp;2.982% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 397 | &nbsp;&nbsp; 382 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | &nbsp;&nbsp;&nbsp;&nbsp;2.903% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | &nbsp;&nbsp;&nbsp;&nbsp;2.785% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 262 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 212 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | &nbsp;&nbsp;&nbsp;&nbsp;2.425% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 422 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | &nbsp;&nbsp;&nbsp;&nbsp;2.595% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 198 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | &nbsp;&nbsp;&nbsp;&nbsp;2.524% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 347 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | &nbsp;&nbsp;&nbsp;&nbsp;2.537% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 329 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | &nbsp;&nbsp;&nbsp;&nbsp;2.651% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | &nbsp;&nbsp;&nbsp;&nbsp;2.253% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 412 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | &nbsp;&nbsp;&nbsp;&nbsp;1.872% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 86 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1190 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | &nbsp;&nbsp;&nbsp;&nbsp;1.639% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | &nbsp;&nbsp;&nbsp;&nbsp;1.517% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | &nbsp;&nbsp;&nbsp;&nbsp;1.558% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 378 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | &nbsp;&nbsp;&nbsp;&nbsp;1.477% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | &nbsp;&nbsp;&nbsp;&nbsp;1.366% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | &nbsp;&nbsp;&nbsp;&nbsp;1.378% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 280 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | &nbsp;&nbsp;&nbsp;&nbsp;1.406% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | &nbsp;&nbsp;&nbsp;&nbsp;1.493% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 351 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 262 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;1.547% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;1.521% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | &nbsp;&nbsp;&nbsp;&nbsp;1.658% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | &nbsp;&nbsp;&nbsp;&nbsp;1.846% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 619 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | &nbsp;&nbsp;&nbsp;&nbsp;2.074% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | &nbsp;&nbsp;&nbsp;&nbsp;2.108% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 381 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | &nbsp;&nbsp;&nbsp;&nbsp;2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 223 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 353 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | &nbsp;&nbsp;&nbsp;&nbsp;1.723% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | &nbsp;&nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 350 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | &nbsp;&nbsp;&nbsp;&nbsp;2.023% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | &nbsp;&nbsp;&nbsp;&nbsp;2.096% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | &nbsp;&nbsp;&nbsp;&nbsp;2.243% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | &nbsp;&nbsp;&nbsp;&nbsp;2.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 663 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-150 | &nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 957 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.470% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | &nbsp;&nbsp;&nbsp;&nbsp;2.859% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 195 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | &nbsp;&nbsp;&nbsp;&nbsp;1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | &nbsp;&nbsp;&nbsp;&nbsp;1.721% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 174 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | &nbsp;&nbsp;&nbsp;&nbsp;1.716% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | &nbsp;&nbsp;&nbsp;&nbsp;1.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | &nbsp;&nbsp;&nbsp;&nbsp;2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | &nbsp;&nbsp;&nbsp;&nbsp;3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp;2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1522 | &nbsp;&nbsp;&nbsp;&nbsp;2.361% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-160 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-161 | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-164 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-165 | &nbsp;&nbsp;&nbsp;&nbsp;4.489% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-167 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K508 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K509 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K510 | &nbsp;&nbsp;&nbsp;&nbsp;5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K513 | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K515 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K517 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K518 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K520 | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K524 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp; 126 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K526 | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K533 | &nbsp;&nbsp;&nbsp;&nbsp;4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K576 | &nbsp;&nbsp;&nbsp;&nbsp;4.963% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K734 | &nbsp;&nbsp;&nbsp;&nbsp;3.208% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 322 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | &nbsp;&nbsp;&nbsp;&nbsp;2.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp; 472 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K738 | &nbsp;&nbsp;&nbsp;&nbsp;1.545% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | &nbsp;&nbsp;&nbsp;&nbsp;1.336% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | &nbsp;&nbsp;&nbsp;&nbsp;1.760% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | &nbsp;&nbsp;&nbsp;&nbsp;1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | &nbsp;&nbsp;&nbsp;&nbsp;1.712% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 90 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | &nbsp;&nbsp;&nbsp;&nbsp;1.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | &nbsp;&nbsp;&nbsp;&nbsp;2.031% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | &nbsp;&nbsp;&nbsp;&nbsp;4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K753 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K757 | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K758 | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 713 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K760 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KW01 | &nbsp;&nbsp;&nbsp;&nbsp;2.853% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 167 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 371 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.542% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 208 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp;2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 291 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | &nbsp;&nbsp;&nbsp;&nbsp;3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | &nbsp;&nbsp;&nbsp;&nbsp;2.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Class A2 Series K541 | &nbsp;&nbsp;&nbsp;&nbsp;4.348% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp;3.506% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS2 | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS3 | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC39 | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC40 | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | &nbsp;&nbsp;&nbsp;&nbsp;3.048% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2014-GC22 | &nbsp;&nbsp;&nbsp;&nbsp;3.862% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;2.911% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp;2.377% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.012% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.645% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.638% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 67 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;3.173% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp;4.521% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC26 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 114 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.648% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | &nbsp;&nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.770% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 79 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;3.934% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.639% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;4.202% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;4.226% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.358% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class ASB Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | &nbsp;&nbsp;&nbsp;&nbsp;4.652% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.951% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | &nbsp;&nbsp;&nbsp;&nbsp;3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | &nbsp;&nbsp;&nbsp;&nbsp;4.029% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.669% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | &nbsp;&nbsp;&nbsp;&nbsp;2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.713% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A3 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.732% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2016-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.536% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C30 | &nbsp;&nbsp;&nbsp;&nbsp;2.860% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.599% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class AS Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.852% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2016-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.288% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | &nbsp;&nbsp;&nbsp;&nbsp;3.883% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class A4 Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;3.806% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.698% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2015-UBS8 | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | &nbsp;&nbsp;&nbsp;&nbsp;3.596% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.417% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;4.071% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | &nbsp;&nbsp;&nbsp;&nbsp;2.041% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | &nbsp;&nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | &nbsp;&nbsp;&nbsp;&nbsp;2.574% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | &nbsp;&nbsp;&nbsp;&nbsp;3.919% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.282% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.752% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.014% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class AS Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;6.199% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;1.860% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.570% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 27 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.160% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;1.330% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.530% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.301% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.487% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.426% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.679% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | &nbsp;&nbsp;&nbsp;&nbsp;4.313% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | &nbsp;&nbsp;&nbsp;&nbsp;4.334% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | &nbsp;&nbsp;&nbsp;&nbsp;4.117% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.605% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | &nbsp;&nbsp;&nbsp;&nbsp;4.241% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | &nbsp;&nbsp;&nbsp;&nbsp;4.296% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.724% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.739% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.836% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 59 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2022-6 | &nbsp;&nbsp;&nbsp;&nbsp;3.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | &nbsp;&nbsp;&nbsp;&nbsp;2.652% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | &nbsp;&nbsp;&nbsp;&nbsp;2.807% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2024-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;3.664% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-P2 | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.096% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.942% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 159 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.581% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | &nbsp;&nbsp;&nbsp;&nbsp;3.472% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.012% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp;4.184% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | &nbsp;&nbsp;&nbsp;&nbsp;4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | &nbsp;&nbsp;&nbsp;&nbsp;2.092% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.453% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.418% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | &nbsp;&nbsp;&nbsp;&nbsp;4.212% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;2.892% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | &nbsp;&nbsp;&nbsp;&nbsp;2.725% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | &nbsp;&nbsp;&nbsp;&nbsp;2.448% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | &nbsp;&nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2024-C63 | &nbsp;&nbsp;&nbsp;&nbsp;5.309% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2015-LC22 | &nbsp;&nbsp;&nbsp;&nbsp;4.207% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-P2 | &nbsp;&nbsp;&nbsp;&nbsp;3.656% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.825% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 10 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.371% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;1.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class C Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | &nbsp;&nbsp;&nbsp;**108887** |
| **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 472 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 723 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 717 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1264 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 416 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.425% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.464% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 182 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 516 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.384% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 861 | &nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 | &nbsp;&nbsp; 1240 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 911 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 91 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 154 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.665% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Europe BV | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 156 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Verisign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 727 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 802 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp; 237 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp; 2007 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 294 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **90468** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/61 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1099 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/37 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American University | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;California Endowment | &nbsp;&nbsp;&nbsp;&nbsp;2.498% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.321% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | &nbsp;&nbsp;&nbsp;&nbsp;3.775% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Cornell University | &nbsp;&nbsp;&nbsp;&nbsp;4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.682% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.757% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.832% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.143% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.969% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.415% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.815% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.346% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 718 | &nbsp;&nbsp; 702 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.798% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.303% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.054% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 647 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.122% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 473 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;George Washington University | &nbsp;&nbsp;&nbsp;&nbsp;4.126% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;5.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp; 1237 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.534% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.436% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.688% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.967% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.337% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Howard University | &nbsp;&nbsp;&nbsp;&nbsp;5.209% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;4.679% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;3.647% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 233 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;2.989% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.067% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;5.618% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.678% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.885% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 357 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;3.662% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.609% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;3.745% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
| &nbsp;&nbsp;&nbsp;Rockefeller Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 743 | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
| &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.186% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.118% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 520 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Trustees of Boston College | &nbsp;&nbsp;&nbsp;&nbsp;3.129% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Trustees of Columbia University in the City of New York | &nbsp;&nbsp;&nbsp;&nbsp;4.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;2.396% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;2.547% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;4.003% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;University of Miami | &nbsp;&nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.394% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.028% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.841% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;2.945% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Washington University | &nbsp;&nbsp;&nbsp;&nbsp;3.524% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Washington University | &nbsp;&nbsp;&nbsp;&nbsp;4.349% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;1.482% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;2.402% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **79318** |
| **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1738 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.439% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.935% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.259% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.462% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.906% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.726% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.421% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.758% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.081% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.931% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp; 549 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/64 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1071 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Delhaize America LLC | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Diageo Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 141 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 367 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 634 | &nbsp;&nbsp; 652 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 259 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 138 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 498 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 566 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 381 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 621 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 740 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 278 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **76170** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.337% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.138% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.017% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.234% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.699% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.633% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.721% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.772% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.379% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp;3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.742% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.236% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.018% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.687% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 246 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/64 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 651 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 178 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/55 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.275% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.610% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.995% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.452% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 443 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 368 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 390 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 582 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.911% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.026% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.584% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 213 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.176% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 300 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;TC PipeLines LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.829% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.986% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.461% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.638% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/64 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 392 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 705 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **90803** |
| **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** |
| &nbsp;&nbsp;&nbsp;ACE Capital Trust II | &nbsp;&nbsp;&nbsp;&nbsp;9.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/67 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.737% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.731% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.489% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.915% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.205% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.011% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.031% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.635% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp;6.455% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.615% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;&nbsp;8.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;AXIS Specialty Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;7.883% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.179% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 598 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.527% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 822 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.552% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.379% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.607% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;2.958% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.921% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 433 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.938% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 419 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 724 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 486 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.248% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.183% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp; 1237 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 656 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.593% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 788 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 364 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1334 | &nbsp;&nbsp; 1304 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 460 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1406 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 573 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.974% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.884% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1932 | &nbsp;&nbsp; 1980 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.496% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 685 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1829 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 828 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.015% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.288% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1480 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.872% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.518% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.464% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.482% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 521 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.244% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.676% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 713 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 581 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1192 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.831% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 313 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Bank of America NA | &nbsp;&nbsp;&nbsp;&nbsp;5.526% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Bank of America NA | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.717% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 408 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.802% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1204 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.188% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.588% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.325% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.385% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.972% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.367% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;2.645% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.746% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.437% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1276 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.785% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Barings Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 274 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp; 413 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;BGC Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.052% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Asset Management Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.795% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance I UK plc / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.340% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.968% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/54 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.813% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 | &nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;6.092% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.624% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.817% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 732 | &nbsp;&nbsp; 755 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.183% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Carlyle Secured Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 355 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.136% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.929% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 528 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1011 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1231 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 978 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 886 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 568 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 465 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.976% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 742 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.785% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 560 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 365 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1070 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp; 707 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.411% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/39 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 976 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.612% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.638% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.645% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.332% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.982% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.577% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.423% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.883% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.494% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Credit Suisse USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7.146% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;2.311% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.729% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.742% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7.079% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Enact Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Enstar Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 279 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;F&G Annuities & Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1.707% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.772% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.631% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.514% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 692 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp; 800 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 279 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | &nbsp;&nbsp;&nbsp;&nbsp;6.345% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1236 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.948% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1308 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp; 979 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 488 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 616 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.482% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1220 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.727% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.207% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.851% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 577 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.411% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.561% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/45 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 517 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Hercules Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.251% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.848% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.804% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.871% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.402% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;8.113% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.547% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.399% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.719% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/35 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.332% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 591 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.208% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.709% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.487% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.141% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.538% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.066% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;6.114% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 266 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.525% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 672 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 862 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 986 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.782% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.509% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 563 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.915% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 587 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp; 2441 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.995% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.739% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1398 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.493% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1048 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1828 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.956% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 898 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.717% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 703 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.946% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.534% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.032% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.897% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.121% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.401% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;7.953% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.068% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.344% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.179% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.082% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.404% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 654 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/41 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 612 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.757% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.677% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.961% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.195% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.559% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.048% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.406% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.615% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.286% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.751% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.554% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.018% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.254% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.153% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.711% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.564% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.748% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.579% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1796 | &nbsp;&nbsp; 1832 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 666 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.296% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.123% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.449% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.656% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.042% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.622% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.192% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.794% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.889% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.627% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.831% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.664% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/36 | &nbsp;&nbsp;&nbsp;&nbsp; 798 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.484% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.971% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.217% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.802% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.882% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.447% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.944% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.308% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.901% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.534% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;7.472% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.892% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.076% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 694 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.475% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.032% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.329% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.904% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.679% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.999% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.783% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.340% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.615% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 394 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.037% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.068% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.939% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 625 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 481 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.676% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 519 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.575% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 825 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.935% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Regions Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/33 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.153% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.244% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.499% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.741% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.342% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;SiriusPoint Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.782% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.993% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.141% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.623% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.159% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.031% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.364% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.944% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.902% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1737 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.454% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.776% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.558% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.296% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.168% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.108% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.861% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 741 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 353 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 29 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.161% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.435% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.916% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.122% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 810 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.867% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.711% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6.787% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.046% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.677% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 552 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.678% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.491% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/36 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 594 |
| &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 537 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 983 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1046 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1215 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.478% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1244 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 975 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 975 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.557% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.491% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1051 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.211% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.068% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 948 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.013% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1594 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.611% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.254% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.953% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.405% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.668% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 414 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;6.816% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **368152** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1128 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp; 768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.829% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.272% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.387% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.008% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.024% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/63 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.945% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;2.338% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;3.181% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.272% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.539% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.132% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;1.777% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.185% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.839% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.823% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.957% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.669% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 474 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 407 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Children's Health System of Texas | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.585% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.268% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;CHRISTUS Health | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;5.623% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;4.378% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.205% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.817% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.187% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.548% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Community Health Network Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.099% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.304% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 940 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 619 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp; 1326 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/53 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | &nbsp;&nbsp;&nbsp;&nbsp;4.178% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;5.267% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 679 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/54 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/64 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.905% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Iowa Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.837% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.266% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.774% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.386% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.626% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/44 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/53 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Methodist Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.705% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 183 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.246% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Mount Sinai Hospital | &nbsp;&nbsp;&nbsp;&nbsp;3.391% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.024% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.606% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.637% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.318% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | &nbsp;&nbsp;&nbsp;&nbsp;2.667% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 6 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.784% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;&nbsp;&nbsp;2.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.042% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.475% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.089% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.218% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 279 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1061 | &nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/63 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Rush Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Seattle Children's Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;2.032% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.894% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Stanford Health Care | &nbsp;&nbsp;&nbsp;&nbsp;3.795% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;4.091% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.361% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.547% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.025% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Takeda US Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;&nbsp;&nbsp;2.328% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.953% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.977% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;UPMC | &nbsp;&nbsp;&nbsp;&nbsp;5.035% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;WakeMed | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.813% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 91 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **135958** |
| **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;American Airlines Class A Series 2021-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2015-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.575% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-3 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2017-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.388% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.528% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1266 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.858% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 493 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 523 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.008% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.722% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.377% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 187 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Express Corp. Pass Through Trusts Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 328 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 183 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.353% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.749% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.176% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 749 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.854% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.054% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;MasTec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 568 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.942% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 556 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.155% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/18 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 419 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.293% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.565% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.112% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.362% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 372 | &nbsp;&nbsp; 382 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 713 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.030% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Triton Container International Ltd. / TAL International Container Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.891% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.839% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.973% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2019-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 68 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2023-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2024-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **91581** |
| **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Amcor Finance USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 127 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 105 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.690% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 241 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 60 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/54 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Barrick Mining Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/41 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 417 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.725% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.319% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Gerdau Trade Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;LYB International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1026 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.979% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.438% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.777% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock Financing DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 60 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Yamana Gold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **37293** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;Agree LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Agree LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;American Assets Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.409% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; 524 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 417 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 370 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.094% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.385% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/53 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45449** |
| **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.319% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp; 794 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Atlassian Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 169 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp; 426 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 590 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 388 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 138 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 523 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 533 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 530 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 170 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 642 | &nbsp;&nbsp; 660 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp; 730 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/55 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 32 |
| &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp; 474 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg Sarl / Genpact USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 679 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 571 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp; 399 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp; 447 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 437 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 564 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 920 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 660 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.327% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.477% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 791 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 668 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 606 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 448 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 | &nbsp;&nbsp; 822 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 609 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 944 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp; 551 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp; 1114 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 394 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 484 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 852 | &nbsp;&nbsp; 832 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 783 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/65 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| &nbsp;&nbsp;&nbsp;Teledyne FLIR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Xilinx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **91675** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 308 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 437 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 193 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 18 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 372 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 405 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 434 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.295% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.799% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.566% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.276% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.351% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Evergy Missouri West Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.055% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.004% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 56 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.809% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | &nbsp;&nbsp;&nbsp;&nbsp;5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.023% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.176% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.256% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.231% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.529% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.594% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.022% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.263% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.212% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.274% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.685% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.112% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Spire Missouri Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;System Energy Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 276 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.877% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.796% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **122506** |
| **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1229373** |
| **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1085 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/35 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 906 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 878 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 | &nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1462 | &nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 341 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 440 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 681 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp; 840 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 794 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 684 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 952 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1301 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp; 1416 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 721 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Israel Government Aid Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1013 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 779 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 394 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 100 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 705 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 965 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 631 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 552 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1707 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 423 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 801 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 753 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 161 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp; 985 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 287 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 698 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 250 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 247 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 83 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 342 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp; 341 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 228 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 468 | &nbsp;&nbsp; 467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/37 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 641 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/60 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 786 | &nbsp;&nbsp; 802 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/37 | &nbsp;&nbsp;&nbsp;&nbsp; 277 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 196 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/61 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/71 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/48 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/70 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/49 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;2.252% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/36 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.783% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;1.862% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/37 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/54 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/55 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.230% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/21 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 362 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.457% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.609% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/42 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/46 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;2.659% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;8.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/36 | &nbsp;&nbsp;&nbsp;&nbsp; 701 | &nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/37 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/40 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp; 605 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/41 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.338% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/54 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/55 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/61 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp; 271 |
| **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | &nbsp;&nbsp;&nbsp;**159394** |
| **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Economic Settlement Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.163% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | &nbsp;&nbsp;&nbsp;&nbsp;8.084% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | &nbsp;&nbsp;&nbsp;&nbsp;7.499% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.918% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.043% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.907% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.126% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;California Earthquake Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.603% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;California GO, Prere. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.899% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.975% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Central Puget Sound Regional Transit Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.472% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.572% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Clark County Department of Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.807% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | &nbsp;&nbsp;&nbsp;&nbsp;3.864% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;5.456% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.731% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Cook County IL GO | &nbsp;&nbsp;&nbsp;&nbsp;6.229% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Dallas Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.999% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Dallas Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.022% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.088% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.994% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Dallas Independent School District GO | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.814% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;East Bay Municipal Utility District Water System Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 81 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue, Prere. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.094% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.637% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.055% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.115% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.214% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.236% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp; 1317 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;6.630% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Indiana Finance Authority Appropriations Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.051% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.985% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.618% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles Department of Water & Power Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles Department of Water & Power Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.603% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.145% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.048% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.942% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.197% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County Convention Center Authority Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.731% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.462% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Water Reclamation District of Greater Chicago GO | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County Seaport Department Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.224% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.084% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.384% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.496% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.165% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Mississippi GO | &nbsp;&nbsp;&nbsp;&nbsp;5.245% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.229% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.652% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.665% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.915% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.561% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.102% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.952% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.011% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.440% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.882% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;6.271% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.828% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.628% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;New York State Thruway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Ohio Turnpike & Infrastructure Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.216% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | &nbsp;&nbsp;&nbsp;&nbsp;5.892% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 42 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp;5.528% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 26 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.424% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Economic Development Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.689% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - Texas A&M University System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.376% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.031% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.139% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | &nbsp;&nbsp;&nbsp;&nbsp;2.543% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.844% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.818% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;San Diego County Water Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.138% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA Public Utilities Commission Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;San Jose Redevelopment Agency Successor Agency Tax Increment/Allocation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.454% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.526% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;State Public School Building Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.178% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;4.681% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 287 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.169% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Highway Revenue (North Tarrant Express Managed Lanes Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 137 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Tucson AZ COP | &nbsp;&nbsp;&nbsp;&nbsp;2.856% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;United Nations Development Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.536% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.316% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.614% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.071% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/12 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.767% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.706% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.437% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.562% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.454% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Facilities Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.037% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.555% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.794% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.354% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.439% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.179% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;3.154% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22968** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** |
| **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**38,053**) | &nbsp;&nbsp;&nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp;380569 | &nbsp;&nbsp; **38053** |
| **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4816343** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11402** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4827745** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Securities with a value of $83 have been segregated as initial margin for open futures contracts. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $11,966, representing 0.2% of net assets. |
| 7 | Guaranteed by the Government of Canada. |
| 8 | U.S. government-guaranteed. |
| 9 | Guaranteed by the Government of Japan. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 13 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 1YR—1-year. |
|  | CMT—Constant Maturing Treasury Rate. |
|  | COP—Certificate of Participation. |
|  | DAC—Designated Activity Company. |
|  | ETM—Escrowed to Maturity. |
|  | GO—General Obligation Bond. |
|  | Prere.—Prerefunded. |
|  | REIT—Real Estate Investment Trust. |
|  | RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
|  | RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | September 2025 | 3 | 624 | &nbsp;&nbsp;1 |
| 5-Year U.S. Treasury Note | September 2025 | 11 | 1199 | &nbsp;&nbsp;8 |
| 10-Year U.S. Treasury Note | September 2025 | 2 | 224 | &nbsp;&nbsp;2 |
| Ultra Long U.S. Treasury Bond | September 2025 | 10 | 1191 | &nbsp;&nbsp;22 |
|  |  |  |  | &nbsp;&nbsp;33 |

---

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

------

Total Bond Market Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $5,120,839) | 4778290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $38,053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38053 |
| Total Investments in Securities | 4816343 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52247 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38287 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| **Total Assets** | **4914014** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85180 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**86269** |
| **Net Assets** | **4827745** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 5256409 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(428664) |
| **Net Assets** | **4827745** |
| **Net Assets** |  |
| **Applicable to 459,928,264 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **4827745** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.50** |

---

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

------

Total Bond Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;89462 |
| Total Income | &nbsp;&nbsp;89462 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3244 |
| **Net Investment Income** | &nbsp;&nbsp;**86218** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (22270) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Realized Net Gain (Loss)** | **(22273)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 119116 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| **Change in Unrealized Appreciation (Depreciation)** | **119149** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **183094** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $545, ($4), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Total Bond Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153048 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(22273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34262) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;119149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67589) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;183094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51197 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(161993) | &nbsp;&nbsp;&nbsp;&nbsp;(122274) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;470105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859586 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;161993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122274 |
| Redeemed | &nbsp;&nbsp;&nbsp;(407535) | &nbsp;&nbsp;&nbsp;&nbsp;(651191) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;224563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330669 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;245664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259592 |
| **Net Assets** |  |  |
| **Beginning of Period** | **4582081** | &nbsp;&nbsp;&nbsp;**4322489** |
| **End of Period** | **4827745** | &nbsp;&nbsp;&nbsp;**4582081** |

---

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

------

Total Bond Market Index Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.46** | &nbsp;&nbsp;&nbsp;**$10.63** | &nbsp;&nbsp;&nbsp;**$10.32** | &nbsp;&nbsp;&nbsp;**$12.22** | &nbsp;&nbsp;&nbsp;**$12.81** | &nbsp;&nbsp;&nbsp;**$12.21** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.277 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.262 | &nbsp;&nbsp;&nbsp;&nbsp;(1.844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.454) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.635 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.568 | &nbsp;&nbsp;&nbsp;&nbsp;(1.594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.912 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.104) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) |
| **Net Asset Value, End of Period** | **$10.50** | &nbsp;&nbsp;&nbsp;**$10.46** | &nbsp;&nbsp;&nbsp;**$10.63** | &nbsp;&nbsp;&nbsp;**$10.32** | &nbsp;&nbsp;&nbsp;**$12.22** | &nbsp;&nbsp;&nbsp;**$12.81** |
| **Total Return** | **3.97%** | &nbsp;&nbsp;&nbsp;**1.24%** | &nbsp;&nbsp;&nbsp;**5.58%** | &nbsp;&nbsp;&nbsp;**-13.21%** | &nbsp;&nbsp;&nbsp;**-1.72%** | &nbsp;&nbsp;&nbsp;**7.58%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $4828 | &nbsp;&nbsp;&nbsp;$4582 | &nbsp;&nbsp;&nbsp;$4322 | &nbsp;&nbsp;&nbsp;$3972 | &nbsp;&nbsp;&nbsp;$4871 | &nbsp;&nbsp;&nbsp;$4867 |
| Ratio of Total Expenses to Average Net Assets | 0.14% | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | 3.72% | &nbsp;&nbsp;&nbsp;3.44% | &nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;2.30% | &nbsp;&nbsp;&nbsp;1.85% | &nbsp;&nbsp;&nbsp;2.20% |
| Portfolio Turnover Rate<sup>3</sup> | 25% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;42% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;94% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
| 3 | Includes 5%, 10%, 8%, 12%, 33%, and 28%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The portfolio may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the portfolio is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The portfolio mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The portfolio may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the portfolio cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the portfolio may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the portfolio under the MSFTA.

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

4. Futures Contracts: The portfolio uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

------

Total Bond Market Index Portfolio

7. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

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

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

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $124,000, representing less than 0.01% of the portfolio's net assets and 0.05% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3257668 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3257668 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108887 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108887 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1229373 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1229373 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;159394 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;159394 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22968 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22968 |
| Temporary Cash Investments | 38053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38053 |
| Total | 38053 | &nbsp;&nbsp;&nbsp;4778290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4816343 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 33 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33 |

---

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

------

Total Bond Market Index Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;5170508 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28180 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(382312) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(354132) |

---

The portfolio's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the portfolio had available capital losses totaling $125,263,000 that may be carried forward indefinitely to offset future net capital gains. The portfolio will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2025; should the portfolio realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**E.** During the six months ended June 30, 2025, the portfolio purchased $198,219,000 of investment securities and sold $175,803,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $1,112,461,000 and $998,096,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;45058 | &nbsp;&nbsp;&nbsp;&nbsp;82002 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;15652 | &nbsp;&nbsp;&nbsp;&nbsp;11929 |
| Redeemed | (38967) | &nbsp;&nbsp;&nbsp;(62450) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;21743 | &nbsp;&nbsp;&nbsp;&nbsp;31481 |

---

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

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

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

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

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

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

Q692GBI 082025

------

![](tm2519836d7vvifmidcapindi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Mid-Cap Index Portfolio

------

Contents

Financial Statements 1 <br>

------

Mid-Cap Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** |
| **Basic Materials (2.6%)** | **Basic Materials (2.6%)** | **Basic Materials (2.6%)** | **Basic Materials (2.6%)** |
|  | Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;398754 | &nbsp;&nbsp;23231 |
|  | Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp;411018 | &nbsp;&nbsp;17263 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82671 | &nbsp;&nbsp;10709 |
|  | International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;189129 | &nbsp;&nbsp;&nbsp;&nbsp;8857 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91643 | &nbsp;&nbsp;&nbsp;&nbsp;6740 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92113 | &nbsp;&nbsp;&nbsp;&nbsp;5330 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25264 | &nbsp;&nbsp;&nbsp;&nbsp;3234 |
|  | CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29021 | &nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14006 | &nbsp;&nbsp;&nbsp;&nbsp;2458 |
|  |  |  | &nbsp;&nbsp;**80492** |
| **Consumer Discretionary (14.8%)** | **Consumer Discretionary (14.8%)** | **Consumer Discretionary (14.8%)** | **Consumer Discretionary (14.8%)** |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87563 | &nbsp;&nbsp;27420 |
| <sup>\*</sup> | ROBLOX Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;214421 | &nbsp;&nbsp;22557 |
| <sup>\*</sup> | Flutter Entertainment plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63303 | &nbsp;&nbsp;18089 |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;344457 | &nbsp;&nbsp;16951 |
| <sup>\*</sup> | Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45956 | &nbsp;&nbsp;15485 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;311512 | &nbsp;&nbsp;15286 |
|  | Ford Motor Co. | &nbsp;&nbsp;1399296 | &nbsp;&nbsp;15182 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117812 | &nbsp;&nbsp;15030 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61688 | &nbsp;&nbsp;14981 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99591 | &nbsp;&nbsp;14757 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89843 | &nbsp;&nbsp;14348 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99037 | &nbsp;&nbsp;12768 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;165163 | &nbsp;&nbsp;12298 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58633 | &nbsp;&nbsp;12238 |
| <sup>\*</sup> | Trade Desk Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;160569 | &nbsp;&nbsp;11559 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233936 | &nbsp;&nbsp;11505 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42584 | &nbsp;&nbsp;11342 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;11126 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;376170 | &nbsp;&nbsp;10578 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;189956 | &nbsp;&nbsp;10024 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117405 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39153 | &nbsp;&nbsp;&nbsp;&nbsp;9302 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;797838 | &nbsp;&nbsp;&nbsp;&nbsp;9143 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41929 | &nbsp;&nbsp;&nbsp;&nbsp;9139 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78799 | &nbsp;&nbsp;&nbsp;&nbsp;9013 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58728 | &nbsp;&nbsp;&nbsp;&nbsp;8884 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79353 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81391 | &nbsp;&nbsp;&nbsp;&nbsp;8029 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71795 | &nbsp;&nbsp;&nbsp;&nbsp;7572 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;7567 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43566 | &nbsp;&nbsp;&nbsp;&nbsp;7349 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;7349 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71525 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;204171 | &nbsp;&nbsp;&nbsp;&nbsp;6623 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75520 | &nbsp;&nbsp;&nbsp;&nbsp;6102 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49722 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104184 | &nbsp;&nbsp;&nbsp;&nbsp;5878 |
| <sup>\*</sup> | Burlington Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22567 | &nbsp;&nbsp;&nbsp;&nbsp;5250 |
|  | Domino's Pizza Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11042 | &nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;113926 | &nbsp;&nbsp;&nbsp;&nbsp;4957 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;156098 | &nbsp;&nbsp;&nbsp;&nbsp;4639 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68256 | &nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68845 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42454 | &nbsp;&nbsp;&nbsp;&nbsp;2192 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Lennar Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Warner Music Group Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;24983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
|  |  |  | &nbsp;&nbsp;**461826** |
| **Consumer Staples (6.2%)** | **Consumer Staples (6.2%)** | **Consumer Staples (6.2%)** | **Consumer Staples (6.2%)** |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65970 | &nbsp;&nbsp;&nbsp;&nbsp;19781 |
|  | Corteva Inc. | &nbsp;&nbsp;244708 | &nbsp;&nbsp;&nbsp;&nbsp;18238 |
|  | Kroger Co. | &nbsp;&nbsp;214700 | &nbsp;&nbsp;&nbsp;&nbsp;15400 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;118878 | &nbsp;&nbsp;&nbsp;&nbsp;15326 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;462275 | &nbsp;&nbsp;&nbsp;&nbsp;15283 |
|  | Kenvue Inc. | &nbsp;&nbsp;687839 | &nbsp;&nbsp;&nbsp;&nbsp;14396 |
|  | Sysco Corp. | &nbsp;&nbsp;173676 | &nbsp;&nbsp;&nbsp;&nbsp;13154 |
|  | General Mills Inc. | &nbsp;&nbsp;196182 | &nbsp;&nbsp;&nbsp;&nbsp;10164 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;172133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;53020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;51016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 |
|  | Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;99445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;296818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7664 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;90530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6864 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;102555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5737 |
|  | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;44157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;108374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;51713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | Brown-Forman Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
|  |  |  | &nbsp;&nbsp;**194758** |
| **Energy (6.5%)** | **Energy (6.5%)** | **Energy (6.5%)** | **Energy (6.5%)** |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75486 | &nbsp;&nbsp;&nbsp;&nbsp;18382 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;110067 | &nbsp;&nbsp;&nbsp;&nbsp;18283 |
|  | ONEOK Inc. | &nbsp;&nbsp;223788 | &nbsp;&nbsp;&nbsp;&nbsp;18268 |
|  | Valero Energy Corp. | &nbsp;&nbsp;112213 | &nbsp;&nbsp;&nbsp;&nbsp;15084 |
|  | Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;99727 | &nbsp;&nbsp;&nbsp;&nbsp;13816 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;218726 | &nbsp;&nbsp;&nbsp;&nbsp;13738 |
|  | Baker Hughes Co. | &nbsp;&nbsp;354957 | &nbsp;&nbsp;&nbsp;&nbsp;13609 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77720 | &nbsp;&nbsp;&nbsp;&nbsp;13530 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;264443 | &nbsp;&nbsp;&nbsp;&nbsp;11109 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;338349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;72988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 |
|  | Schlumberger NV | &nbsp;&nbsp;243650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 |
|  | Devon Energy Corp. | &nbsp;&nbsp;230045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;259789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | EQT Corp. | &nbsp;&nbsp;107235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6254 |
|  | Halliburton Co. | &nbsp;&nbsp;277206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| <sup>1</sup> | Venture Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;24160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
|  |  |  | &nbsp;&nbsp;**204750** |
| **Financials (13.6%)** | **Financials (13.6%)** | **Financials (13.6%)** | **Financials (13.6%)** |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;91752 | &nbsp;&nbsp;&nbsp;&nbsp;29372 |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | &nbsp;&nbsp;274809 | &nbsp;&nbsp;&nbsp;&nbsp;25730 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;71954 | &nbsp;&nbsp;&nbsp;&nbsp;25219 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94875 | &nbsp;&nbsp;&nbsp;&nbsp;19099 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34116 | &nbsp;&nbsp;&nbsp;&nbsp;18209 |
|  | Nasdaq Inc. | &nbsp;&nbsp;174844 | &nbsp;&nbsp;&nbsp;&nbsp;15635 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26413 | &nbsp;&nbsp;&nbsp;&nbsp;15233 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;126827 | &nbsp;&nbsp;&nbsp;&nbsp;13626 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;101788 | &nbsp;&nbsp;&nbsp;&nbsp;12914 |
|  | Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;73167 | &nbsp;&nbsp;&nbsp;&nbsp;12673 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;127551 | &nbsp;&nbsp;&nbsp;&nbsp;11613 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57509 | &nbsp;&nbsp;&nbsp;&nbsp;11156 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99221 | &nbsp;&nbsp;&nbsp;&nbsp;11001 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;35523 | &nbsp;&nbsp;&nbsp;&nbsp;10888 |
|  | LPL Financial Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28653 | &nbsp;&nbsp;&nbsp;&nbsp;10744 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97065 | &nbsp;&nbsp;&nbsp;&nbsp;10322 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42084 | &nbsp;&nbsp;&nbsp;&nbsp;10228 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71662 | &nbsp;&nbsp;&nbsp;&nbsp;10167 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;239141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9836 |
|  | American International Group Inc. | &nbsp;&nbsp;103242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8749 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;521908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747 |
| <sup>\*</sup> | Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8623 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 |
|  | Interactive Brokers Group Inc. Class A | &nbsp;&nbsp;148340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8220 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7617 |
|  | Regions Financial Corp. | &nbsp;&nbsp;322073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | W R Berkley Corp. | &nbsp;&nbsp;101931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489 |
|  | KeyCorp | &nbsp;&nbsp;392664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;147604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 |
|  | Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6108 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
|  | Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 |
|  | Blue Owl Capital Inc. Class A | &nbsp;&nbsp;112076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153 |
| <sup>1</sup> | Rocket Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;86040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  |  |  | &nbsp;&nbsp;**425487** |
| **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;210164 | &nbsp;&nbsp;&nbsp;&nbsp;16437 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28813 | &nbsp;&nbsp;&nbsp;&nbsp;15454 |
| <sup>\*</sup> | Alnylam Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46713 | &nbsp;&nbsp;&nbsp;&nbsp;15233 |
| <sup>\*</sup> | Veeva Systems Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;52463 | &nbsp;&nbsp;&nbsp;&nbsp;15108 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85512 | &nbsp;&nbsp;&nbsp;&nbsp;14366 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52533 | &nbsp;&nbsp;&nbsp;&nbsp;13553 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;140481 | &nbsp;&nbsp;&nbsp;&nbsp;12263 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;102144 | &nbsp;&nbsp;&nbsp;&nbsp;12054 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;155847 | &nbsp;&nbsp;&nbsp;&nbsp;11544 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43241 | &nbsp;&nbsp;&nbsp;&nbsp;10572 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;178275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;51342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;35202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7872 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7441 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7184 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 |
| <sup>\*</sup> | Molina Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Baxter International Inc. | &nbsp;&nbsp;183858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Royalty Pharma plc Class A | &nbsp;&nbsp;128320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 |
| <sup>\*</sup> | Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
|  |  |  | &nbsp;&nbsp;**236512** |
| **Industrials (19.8%)** | **Industrials (19.8%)** | **Industrials (19.8%)** | **Industrials (19.8%)** |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20123 | &nbsp;&nbsp;&nbsp;&nbsp;30600 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;144624 | &nbsp;&nbsp;&nbsp;&nbsp;26919 |
|  | CRH plc | &nbsp;&nbsp;242063 | &nbsp;&nbsp;&nbsp;&nbsp;22221 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26497 | &nbsp;&nbsp;&nbsp;&nbsp;21938 |
|  | Carrier Global Corp. | &nbsp;&nbsp;291786 | &nbsp;&nbsp;&nbsp;&nbsp;21356 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53093 | &nbsp;&nbsp;&nbsp;&nbsp;20073 |
|  | PACCAR Inc. | &nbsp;&nbsp;188076 | &nbsp;&nbsp;&nbsp;&nbsp;17879 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23287 | &nbsp;&nbsp;&nbsp;&nbsp;17544 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16350 | &nbsp;&nbsp;&nbsp;&nbsp;17008 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66977 | &nbsp;&nbsp;&nbsp;&nbsp;16801 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49353 | &nbsp;&nbsp;&nbsp;&nbsp;16163 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50117 | &nbsp;&nbsp;&nbsp;&nbsp;15611 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71187 | &nbsp;&nbsp;&nbsp;&nbsp;15501 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;188233 | &nbsp;&nbsp;&nbsp;&nbsp;15324 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;15145 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82718 | &nbsp;&nbsp;&nbsp;&nbsp;14969 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;141402 | &nbsp;&nbsp;&nbsp;&nbsp;14002 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61484 | &nbsp;&nbsp;&nbsp;&nbsp;13703 |
| <sup>\*</sup> | Block Inc. Class A | &nbsp;&nbsp;198840 | &nbsp;&nbsp;&nbsp;&nbsp;13507 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40383 | &nbsp;&nbsp;&nbsp;&nbsp;13414 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61311 | &nbsp;&nbsp;&nbsp;&nbsp;12835 |
|  | Johnson Controls International plc | &nbsp;&nbsp;117877 | &nbsp;&nbsp;&nbsp;&nbsp;12450 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;47328 | &nbsp;&nbsp;&nbsp;&nbsp;12344 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;144551 | &nbsp;&nbsp;&nbsp;&nbsp;12024 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21599 | &nbsp;&nbsp;&nbsp;&nbsp;11857 |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44497 | &nbsp;&nbsp;&nbsp;&nbsp;11541 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87188 | &nbsp;&nbsp;&nbsp;&nbsp;11279 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68142 | &nbsp;&nbsp;&nbsp;&nbsp;11059 |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61915 | &nbsp;&nbsp;&nbsp;&nbsp;10145 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;134945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 |
|  | Synchrony Financial | &nbsp;&nbsp;136385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9102 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9001 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8601 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8517 |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961 |
|  | HEICO Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;27053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Dow Inc. | &nbsp;&nbsp;252841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | Fortive Corp. | &nbsp;&nbsp;121773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
|  | TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;69900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6151 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;32239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607 |
|  | HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809 |
|  | Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788 |
|  | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
| <sup>\*</sup> | Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  |  |  | &nbsp;&nbsp;**618304** |
| **Real Estate (6.3%)** | **Real Estate (6.3%)** | **Real Estate (6.3%)** | **Real Estate (6.3%)** |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;120663 | &nbsp;&nbsp;&nbsp;&nbsp;21035 |
|  | Realty Income Corp. | &nbsp;&nbsp;323548 | &nbsp;&nbsp;&nbsp;&nbsp;18640 |
|  | Crown Castle Inc. | &nbsp;&nbsp;156004 | &nbsp;&nbsp;&nbsp;&nbsp;16026 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;106802 | &nbsp;&nbsp;&nbsp;&nbsp;14965 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;378584 | &nbsp;&nbsp;&nbsp;&nbsp;12342 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;151149 | &nbsp;&nbsp;&nbsp;&nbsp;12152 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76030 | &nbsp;&nbsp;&nbsp;&nbsp;11210 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;105706 | &nbsp;&nbsp;&nbsp;&nbsp;10842 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51008 | &nbsp;&nbsp;&nbsp;&nbsp;10380 |
|  | Ventas Inc. | &nbsp;&nbsp;161690 | &nbsp;&nbsp;&nbsp;&nbsp;10211 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 |
|  | Equity Residential | &nbsp;&nbsp;129320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8728 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;208628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6843 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;259856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6676 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6538 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 |
|  | Sun Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  |  |  | &nbsp;&nbsp;**198801** |
| **Technology (12.8%)** | **Technology (12.8%)** | **Technology (12.8%)** | **Technology (12.8%)** |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;121411 | &nbsp;&nbsp;&nbsp;&nbsp;29929 |
|  | Amphenol Corp. Class A | &nbsp;&nbsp;216682 | &nbsp;&nbsp;&nbsp;&nbsp;21397 |
| <sup>\*</sup> | Cloudflare Inc. Class A | &nbsp;&nbsp;105699 | &nbsp;&nbsp;&nbsp;&nbsp;20699 |
|  | TE Connectivity plc | &nbsp;&nbsp;106246 | &nbsp;&nbsp;&nbsp;&nbsp;17920 |
|  | Vertiv Holdings Co. Class A | &nbsp;&nbsp;136537 | &nbsp;&nbsp;&nbsp;&nbsp;17533 |
| <sup>\*</sup> | Datadog Inc. Class A | &nbsp;&nbsp;108745 | &nbsp;&nbsp;&nbsp;&nbsp;14608 |
|  | Corning Inc. | &nbsp;&nbsp;276165 | &nbsp;&nbsp;&nbsp;&nbsp;14524 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;176616 | &nbsp;&nbsp;&nbsp;&nbsp;13781 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;193250 | &nbsp;&nbsp;&nbsp;&nbsp;13599 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;116549 | &nbsp;&nbsp;&nbsp;&nbsp;12322 |
| <sup>\*</sup> | Snowflake Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53793 | &nbsp;&nbsp;&nbsp;&nbsp;12037 |
| <sup>\*</sup> | Atlassian Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;59203 | &nbsp;&nbsp;&nbsp;&nbsp;12024 |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11919 |
| <sup>\*</sup> | Zscaler Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11312 |
| <sup>\*</sup> | ANSYS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;76031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10590 |
| <sup>\*</sup> | HubSpot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9991 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;470620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9624 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;51050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9192 |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9160 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;181748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8426 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259 |
|  | HP Inc. | &nbsp;&nbsp;336515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 |
|  | Western Digital Corp. | &nbsp;&nbsp;124995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;149715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
| <sup>\*</sup> | Pinterest Inc. Class A | &nbsp;&nbsp;202264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7253 |
| <sup>\*</sup> | Zoom Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 |
|  | SS&C Technologies Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
| <sup>\*</sup> | Okta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | Gen Digital Inc. | &nbsp;&nbsp;200007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 |
| <sup>\*</sup> | MongoDB Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2584 |
| <sup>\*,1</sup> | CoreWeave Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>\*</sup> | Snap Inc. Class A | &nbsp;&nbsp;190381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
|  | Bentley Systems Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;26148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**400652** |
| **Telecommunications (0.8%)** | **Telecommunications (0.8%)** | **Telecommunications (0.8%)** | **Telecommunications (0.8%)** |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25144 |
| **Utilities (8.8%)** | **Utilities (8.8%)** | **Utilities (8.8%)** | **Utilities (8.8%)** |
|  | Constellation Energy Corp. | &nbsp;&nbsp;112898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36439 |
|  | Vistra Corp. | &nbsp;&nbsp;121571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23562 |
|  | Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17284 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;305521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17268 |
|  | Exelon Corp. | &nbsp;&nbsp;361684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15704 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;178777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15049 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;206638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14072 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;129076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12953 |
|  | Entergy Corp. | &nbsp;&nbsp;154334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12828 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;114331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11913 |
|  | PG&E Corp. | &nbsp;&nbsp;766823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10689 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;99032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9511 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;66913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8863 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;233857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8592 |
|  | PPL Corp. | &nbsp;&nbsp;251626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 |
|  | Eversource Energy | &nbsp;&nbsp;131624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8374 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;196426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 |
|  | CMS Energy Corp. | &nbsp;&nbsp;107161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Edison International | &nbsp;&nbsp;137844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7113 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;92044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**275599** |
| **Total Common Stocks (Cost $2,255,747)** | **Total Common Stocks (Cost $2,255,747)** | **Total Common Stocks (Cost $2,255,747)** | **3122325** |

---

------

Mid-Cap Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **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>2,3</sup> | Vanguard Market Liquidity Fund, 4.355% **(Cost $6,324)** | &nbsp;&nbsp;63245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6324** |
| **Total Investments (100.0%) (Cost $2,262,071)** | **Total Investments (100.0%) (Cost $2,262,071)** | **Total Investments (100.0%) (Cost $2,262,071)** | **3128649** |
| **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;**(767)** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**3127882** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $2,857. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 3 | Collateral of $2,932 was received for securities on loan. |

---

------

#### 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 Russell 2000 Index | September 2025 | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;11 |
| E-mini S&P 500 Index | September 2025 | &nbsp;&nbsp;&nbsp;8 | 2501 | &nbsp;&nbsp;25 |
| E-mini S&P Mid-Cap 400 Index | September 2025 | 13 | 4063 | &nbsp;&nbsp;35 |
|  |  |  |  | &nbsp;&nbsp;71 |

---

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

------

Mid-Cap Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $2,255,747) | 3122325 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $6,324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
| Total Investments in Securities | 3128649 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31461 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| **Total Assets** | **3164494** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30241 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36612** |
| **Net Assets** | **3127882** |
| 1 Includes $2,857 of securities on loan. |  |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2163378 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;964504 |
| **Net Assets** | **3127882** |
| **Net Assets** |  |
| **Applicable to 116,708,588 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3127882** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$26.80** |

---

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;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23401 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23483 |
| **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;25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Trustees' Fees and Expenses | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21034** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81262 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**80729** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96387 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**96489** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**198252** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $11. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $64, $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

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37452 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149170 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190514 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;198252 | &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;301427 | &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;(263214) | &nbsp;&nbsp;&nbsp;&nbsp;(456272) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;224974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31979 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;236465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340896 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2891417** | &nbsp;&nbsp;&nbsp;**2550521** |
| **End of Period** | **3127882** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$26.84** | &nbsp;&nbsp;&nbsp;**$23.93** | &nbsp;&nbsp;&nbsp;**$21.38** | &nbsp;&nbsp;&nbsp;**$29.48** | &nbsp;&nbsp;&nbsp;**$25.77** | &nbsp;&nbsp;&nbsp;**$24.03** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.189 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.325<sup>2</sup> |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.504 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.047 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.693 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.372 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.344) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.288) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.632) |
| **Net Asset Value, End of Period** | **$26.80** | &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** |
| **Total Return** | **6.91%** | &nbsp;&nbsp;&nbsp;**15.08%** | &nbsp;&nbsp;&nbsp;**15.83%** | &nbsp;&nbsp;&nbsp;**-18.82%** | &nbsp;&nbsp;&nbsp;**24.36%** | &nbsp;&nbsp;&nbsp;**18.07%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $3128 | &nbsp;&nbsp;&nbsp;$2891 | &nbsp;&nbsp;&nbsp;$2551 | &nbsp;&nbsp;&nbsp;$2231 | &nbsp;&nbsp;&nbsp;$2781 | &nbsp;&nbsp;&nbsp;$2241 |
| Ratio of Total Expenses to Average Net Assets | 0.17% | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;0.17% |
| Ratio of Net Investment Income to Average Net Assets | 1.51% | &nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;1.53% | &nbsp;&nbsp;&nbsp;1.39% | &nbsp;&nbsp;&nbsp;1.03% | &nbsp;&nbsp;&nbsp;1.50%<sup>2</sup> |
| Portfolio Turnover Rate | 11% | &nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;20% | &nbsp;&nbsp;&nbsp;28% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Net investment income per share and the ratio of net investment income to average net assets include $0.036 and 0.17%, respectively, resulting from a special dividend from NortonLifeLock Inc. in February 2020. |
| 3 | 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 six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

6. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending

------

Mid-Cap Index Portfolio

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

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

7. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $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.**

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

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;2262742 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986808 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(120830) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865978 |

---

E. During the six months ended June 30, 2025, the portfolio purchased $385,570,000 of investment securities and sold $327,626,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2025, such purchases were $28,407,000 and sales were $200,331,000, resulting in net realized gain of $26,245,000; 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:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;11445 | &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 | (10065) | &nbsp;&nbsp;&nbsp;(18190) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &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.

------

Mid-Cap Index Portfolio

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 27% 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692MC 082025

------

![](tm2519836d7vvifmodalloci001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Moderate Allocation Portfolio

------

Contents

Financial Statements 1 <br>

------

Moderate Allocation Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** |
| **U.S. Stock Funds (37.1%)** | **U.S. Stock Funds (37.1%)** | **U.S. Stock Funds (37.1%)** |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;3077849 | &nbsp;&nbsp;227453 |
| Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216430 | &nbsp;&nbsp;&nbsp;&nbsp;31657 |
|  |  | &nbsp;&nbsp;**259110** |
| **International Stock Fund (24.8%)** | **International Stock Fund (24.8%)** | **International Stock Fund (24.8%)** |
| Vanguard Total International Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4653650 | &nbsp;&nbsp;172650 |
| **U.S. Bond Fund (26.7%)** | **U.S. Bond Fund (26.7%)** | **U.S. Bond Fund (26.7%)** |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | &nbsp;&nbsp;17758150 | &nbsp;&nbsp;186461 |
| **International Bond Fund (11.4%)** | **International Bond Fund (11.4%)** | **International Bond Fund (11.4%)** |
| Vanguard Total International Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4016242 | &nbsp;&nbsp;&nbsp;&nbsp;79281 |
| **Total Investment Companies (Cost $619,885)** | **Total Investment Companies (Cost $619,885)** | **697502** |
| **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, 4.355% **(Cost $—)** | &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;**—** |
| **Total Investments (100.0%) (Cost $619,885)** |  | &nbsp;&nbsp;**697502** |
| **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(70)** |
| **Net Assets (100%)** |  | &nbsp;&nbsp;**697432** |

---

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 June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value—Affiliated Funds (Cost $619,885) | 697502 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| **Total Assets** | **697949** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**517** |
| **Net Assets** | **697432** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 595338 |
| Total Distributable Earnings (Loss) | 102094 |
| **Net Assets** | **697432** |
| **Net Assets** |  |
| **Applicable to 22,557,869 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **697432** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$30.92** |

---

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

------

Moderate Allocation Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11800** |
| **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;9889 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14506** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25266** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**51572** |

---

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

------

Moderate Allocation Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;14506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28702 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;25266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20119 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;51572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65639 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;(45566) | &nbsp;&nbsp;&nbsp;&nbsp;(28783) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;27913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58569 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;45566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28783 |
| Redeemed | &nbsp;&nbsp;(60065) | &nbsp;&nbsp;&nbsp;(100982) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;13414 | &nbsp;&nbsp;&nbsp;&nbsp;(13630) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;19420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23226 |
| **Net Assets** |  |  |
| **Beginning of Period** | **678012** | &nbsp;&nbsp;&nbsp;&nbsp;**654786** |
| **End of Period** | **697432** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$30.75** | &nbsp;&nbsp;&nbsp;**$29.11** | &nbsp;&nbsp;&nbsp;**$26.65** | &nbsp;&nbsp;&nbsp;**$33.89** | &nbsp;&nbsp;&nbsp;**$32.45** | &nbsp;&nbsp;&nbsp;**$30.12** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.529 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.552 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.207 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.184 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.544 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.976 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.280 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.712 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.720) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.662) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.382) |
| **Net Asset Value, End of Period** | **$30.92** | &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** |
| **Total Return** | **7.95%** | &nbsp;&nbsp;&nbsp;**10.32%** | &nbsp;&nbsp;&nbsp;**15.55%** | &nbsp;&nbsp;&nbsp;**-15.93%** | &nbsp;&nbsp;&nbsp;**10.07%** | &nbsp;&nbsp;&nbsp;**13.77%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $697 | &nbsp;&nbsp;&nbsp;$678 | &nbsp;&nbsp;&nbsp;$655 | &nbsp;&nbsp;&nbsp;$550 | &nbsp;&nbsp;&nbsp;$742 | &nbsp;&nbsp;&nbsp;$680 |
| 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 | 0.12% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;0.12% |
| Ratio of Net Investment Income to Average Net Assets | 2.19% | &nbsp;&nbsp;&nbsp;2.51% | &nbsp;&nbsp;&nbsp;2.54% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.09% | &nbsp;&nbsp;&nbsp;1.89% |
| Portfolio Turnover Rate | 5% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;26% |
| The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |

---

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 six months ended June 30, 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 six months ended June 30, 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.

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

------

Moderate Allocation Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;620165 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;116686 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(39349) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;77337 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;1947 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| Redeemed | (1998) | &nbsp;&nbsp;&nbsp;(3386) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(450) |

---

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;Jun. 30, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;33215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;2236 | &nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;(617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;31657 |
| 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;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Vanguard Total International Bond Index Fund | &nbsp;&nbsp;82762 | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;79281 |
| Vanguard Total International Stock Index Fund | 154001 | &nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;9561 | &nbsp;&nbsp;1919 | &nbsp;&nbsp;23737 | &nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;172650 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 217048 | &nbsp;&nbsp;18143 | &nbsp;&nbsp;15375 | &nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;4617 | &nbsp;&nbsp;227453 |
| Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 191622 | &nbsp;&nbsp;14309 | &nbsp;&nbsp;20403 | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;186461 |
| Total | 678649 | &nbsp;&nbsp;36694 | &nbsp;&nbsp;52995 | &nbsp;&nbsp;9889 | &nbsp;&nbsp;25266 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;4617 | &nbsp;&nbsp;697502 |

---

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 June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692MA 082025

------

![](tm2519836d7vvifrealestati001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Real Estate Index Portfolio

------

Contents

Financial Statements 1 <br>

------

Real Estate Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Equity Real Estate Investment Trusts (REITs) (91.3%)** | **Equity Real Estate Investment Trusts (REITs) (91.3%)** | **Equity Real Estate Investment Trusts (REITs) (91.3%)** | **Equity Real Estate Investment Trusts (REITs) (91.3%)** |
| **Data Center REITs (9.3%)** | **Data Center REITs (9.3%)** | **Data Center REITs (9.3%)** | **Data Center REITs (9.3%)** |
|  | Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72690 | &nbsp;&nbsp;&nbsp;&nbsp;57823 |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;250256 | &nbsp;&nbsp;&nbsp;&nbsp;43627 |
|  |  |  | &nbsp;&nbsp;**101450** |
| **Diversified REITs (2.0%)** | **Diversified REITs (2.0%)** | **Diversified REITs (2.0%)** | **Diversified REITs (2.0%)** |
|  | WP Carey Inc. | &nbsp;&nbsp;162740 | &nbsp;&nbsp;&nbsp;&nbsp;10152 |
|  | Essential Properties Realty Trust Inc. | &nbsp;&nbsp;145529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644 |
|  | Broadstone Net Lease Inc. | &nbsp;&nbsp;140230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | Global Net Lease Inc. | &nbsp;&nbsp;144257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | Alexander & Baldwin Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | American Assets Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | Gladstone Commercial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Armada Hoffler Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | CTO Realty Growth Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | One Liberty Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | NexPoint Diversified Real Estate Trust | &nbsp;&nbsp;&nbsp;&nbsp;25725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**21525** |
| **Health Care REITs (13.1%)** | **Health Care REITs (13.1%)** | **Health Care REITs (13.1%)** | **Health Care REITs (13.1%)** |
|  | Welltower Inc. | &nbsp;&nbsp;481835 | &nbsp;&nbsp;&nbsp;&nbsp;74073 |
|  | Ventas Inc. | &nbsp;&nbsp;325253 | &nbsp;&nbsp;&nbsp;&nbsp;20540 |
|  | Healthpeak Properties Inc. | &nbsp;&nbsp;519330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9094 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;115834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8413 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;209562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680 |
|  | American Healthcare REIT Inc. | &nbsp;&nbsp;117855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | CareTrust REIT Inc. | &nbsp;&nbsp;139698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | Healthcare Realty Trust Inc. Class A | &nbsp;&nbsp;247354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | Sabra Health Care REIT Inc. | &nbsp;&nbsp;177245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | National Health Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
| <sup>1</sup> | Medical Properties Trust Inc. | &nbsp;&nbsp;378732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | LTC Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 |
|  | Sila Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Diversified Healthcare Trust | &nbsp;&nbsp;124404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | Community Healthcare Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Global Medical REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
|  |  |  | &nbsp;&nbsp;**143325** |
| **Hotel & Resort REITs (2.0%)** | **Hotel & Resort REITs (2.0%)** | **Hotel & Resort REITs (2.0%)** | **Hotel & Resort REITs (2.0%)** |
|  | Host Hotels & Resorts Inc. | &nbsp;&nbsp;515364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Ryman Hospitality Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | Apple Hospitality REIT Inc. | &nbsp;&nbsp;168308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | Park Hotels & Resorts Inc. | &nbsp;&nbsp;149730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
|  | Sunstone Hotel Investors Inc. | &nbsp;&nbsp;141799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | DiamondRock Hospitality Co. | &nbsp;&nbsp;155300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
|  | Xenia Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | Pebblebrook Hotel Trust | &nbsp;&nbsp;&nbsp;&nbsp;88068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | RLJ Lodging Trust | &nbsp;&nbsp;112486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
|  | Summit Hotel Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | Service Properties Trust | &nbsp;&nbsp;119158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | Chatham Lodging Trust | &nbsp;&nbsp;&nbsp;&nbsp;34897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**21617** |
| **Industrial REITs (9.5%)** | **Industrial REITs (9.5%)** | **Industrial REITs (9.5%)** | **Industrial REITs (9.5%)** |
|  | Prologis Inc. | &nbsp;&nbsp;643881 | &nbsp;&nbsp;&nbsp;&nbsp;67685 |
|  | EastGroup Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498 |
|  | Rexford Industrial Realty Inc. | &nbsp;&nbsp;175671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 |
|  | STAG Industrial Inc. | &nbsp;&nbsp;138564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 |
|  | First Industrial Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |
|  | Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 |
|  | Americold Realty Trust Inc. | &nbsp;&nbsp;200637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 |
|  | Lineage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | LXP Industrial Trust | &nbsp;&nbsp;219384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  | Innovative Industrial Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | Plymouth Industrial REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  |  |  | &nbsp;&nbsp;**103500** |
| **Multi-Family Residential REITs (8.3%)** | **Multi-Family Residential REITs (8.3%)** | **Multi-Family Residential REITs (8.3%)** | **Multi-Family Residential REITs (8.3%)** |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;105822 | &nbsp;&nbsp;&nbsp;&nbsp;21535 |
|  | Equity Residential | &nbsp;&nbsp;254032 | &nbsp;&nbsp;&nbsp;&nbsp;17145 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47811 | &nbsp;&nbsp;&nbsp;&nbsp;13550 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86887 | &nbsp;&nbsp;&nbsp;&nbsp;12860 |
|  | UDR Inc. | &nbsp;&nbsp;233871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;79355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8942 |
|  | Independence Realty Trust Inc. | &nbsp;&nbsp;171428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | Elme Communities | &nbsp;&nbsp;&nbsp;&nbsp;65224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | Veris Residential Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Apartment Investment & Management Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;99481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | Centerspace | &nbsp;&nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
|  | NexPoint Residential Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | BRT Apartments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**90887** |
| **Office REITs (3.2%)** | **Office REITs (3.2%)** | **Office REITs (3.2%)** | **Office REITs (3.2%)** |
|  | BXP Inc. | &nbsp;&nbsp;111827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 |
|  | Vornado Realty Trust | &nbsp;&nbsp;121152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | Cousins Properties Inc. | &nbsp;&nbsp;125063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  | SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261 |
|  | Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Highwoods Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;83726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 |
|  | Douglas Emmett Inc. | &nbsp;&nbsp;124220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
|  | JBG SMITH Properties | &nbsp;&nbsp;&nbsp;&nbsp;60887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | Empire State Realty Trust Inc. Class A | &nbsp;&nbsp;104533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>\*</sup> | Paramount Group Inc. | &nbsp;&nbsp;138264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>\*</sup> | Hudson Pacific Properties Inc. | &nbsp;&nbsp;250782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | Easterly Government Properties Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Piedmont Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | Brandywine Realty Trust | &nbsp;&nbsp;127257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | Peakstone Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;27317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>\*</sup> | NET Lease Office Properties | &nbsp;&nbsp;&nbsp;&nbsp;10457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**34739** |
| **Other Specialized REITs (7.1%)** | **Other Specialized REITs (7.1%)** | **Other Specialized REITs (7.1%)** | **Other Specialized REITs (7.1%)** |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;785263 | &nbsp;&nbsp;&nbsp;&nbsp;25599 |
|  | Iron Mountain Inc. | &nbsp;&nbsp;218302 | &nbsp;&nbsp;&nbsp;&nbsp;22391 |
|  | Gaming & Leisure Properties Inc. | &nbsp;&nbsp;204267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9535 |
|  | Lamar Advertising Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;65505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;56517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
|  | Millrose Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608 |
|  | Four Corners Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 |
|  | Outfront Media Inc. | &nbsp;&nbsp;105316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
| <sup>\*</sup> | Uniti Group Inc. | &nbsp;&nbsp;182104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | Safehold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | Farmland Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Gladstone Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**77053** |
| **Retail REITs (13.1%)** | **Retail REITs (13.1%)** | **Retail REITs (13.1%)** | **Retail REITs (13.1%)** |
|  | Simon Property Group Inc. | &nbsp;&nbsp;242452 | &nbsp;&nbsp;&nbsp;&nbsp;38976 |
|  | Realty Income Corp. | &nbsp;&nbsp;662667 | &nbsp;&nbsp;&nbsp;&nbsp;38176 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;505179 | &nbsp;&nbsp;&nbsp;&nbsp;10619 |
|  | Regency Centers Corp. | &nbsp;&nbsp;128194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9131 |
|  | NNN REIT Inc. | &nbsp;&nbsp;139583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 |
|  | Brixmor Property Group Inc. | &nbsp;&nbsp;227207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;60491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5746 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;163049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | Phillips Edison & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Macerich Co. | &nbsp;&nbsp;187314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031 |
|  | Tanger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 |
|  | Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp;93123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
|  | Acadia Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;88858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | Curbline Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | InvenTrust Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
|  | Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  | NETSTREIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | Whitestone REIT | &nbsp;&nbsp;&nbsp;&nbsp;32461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | SITE Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Alexander's Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Saul Centers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | CBL & Associates Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| <sup>\*,2</sup> | Spirit MTA REIT | &nbsp;&nbsp;&nbsp;&nbsp;42040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  |  |  | &nbsp;&nbsp;**143485** |
| **Self-Storage REITs (6.1%)** | **Self-Storage REITs (6.1%)** | **Self-Storage REITs (6.1%)** | **Self-Storage REITs (6.1%)** |
|  | Public Storage | &nbsp;&nbsp;117321 | &nbsp;&nbsp;&nbsp;&nbsp;34424 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;157733 | &nbsp;&nbsp;&nbsp;&nbsp;23256 |
|  | CubeSmart | &nbsp;&nbsp;170242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 |
|  | National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;53754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**66635** |
| **Single-Family Residential REITs (4.1%)** | **Single-Family Residential REITs (4.1%)** | **Single-Family Residential REITs (4.1%)** | **Single-Family Residential REITs (4.1%)** |
|  | Invitation Homes Inc. | &nbsp;&nbsp;432758 | &nbsp;&nbsp;&nbsp;&nbsp;14195 |
|  | Sun Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94826 | &nbsp;&nbsp;&nbsp;&nbsp;11995 |
|  | American Homes 4 Rent Class A | &nbsp;&nbsp;247222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8917 |
|  | Equity LifeStyle Properties Inc. | &nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 |
|  | UMH Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**44409** |
| **Telecom Tower REITs (11.8%)** | **Telecom Tower REITs (11.8%)** | **Telecom Tower REITs (11.8%)** | **Telecom Tower REITs (11.8%)** |
|  | American Tower Corp. | &nbsp;&nbsp;347853 | &nbsp;&nbsp;&nbsp;&nbsp;76882 |
|  | Crown Castle Inc. | &nbsp;&nbsp;323618 | &nbsp;&nbsp;&nbsp;&nbsp;33245 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80274 | &nbsp;&nbsp;&nbsp;&nbsp;18852 |
|  |  |  | &nbsp;&nbsp;**128979** |
| **Timber REITs (1.7%)** | **Timber REITs (1.7%)** | **Timber REITs (1.7%)** | **Timber REITs (1.7%)** |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;539569 | &nbsp;&nbsp;&nbsp;&nbsp;13862 |
|  | Rayonier Inc. | &nbsp;&nbsp;109963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 |
|  | PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**18430** |
| **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,083,601)** | **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,083,601)** | **Total Equity Real Estate Investment Trusts (REITs) (Cost $1,083,601)** | **996034** |
| **Real Estate Management & Development (8.2%)** | **Real Estate Management & Development (8.2%)** | **Real Estate Management & Development (8.2%)** | **Real Estate Management & Development (8.2%)** |
| **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;28089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
| <sup>\*</sup> | Tejon Ranch Co. | &nbsp;&nbsp;&nbsp;&nbsp;15076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | RMR Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1790** |
| **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;24307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
| <sup>\*</sup> | Forestar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1938** |
| **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** | **Real Estate Operating Companies (0.1%)** |
|  | Landbridge Co. LLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;12940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | Kennedy-Wilson Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>\*</sup> | Seritage Growth Properties Class A | &nbsp;&nbsp;&nbsp;&nbsp;26380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1516** |
| **Real Estate Services (7.7%)** | **Real Estate Services (7.7%)** | **Real Estate Services (7.7%)** | **Real Estate Services (7.7%)** |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;222827 | &nbsp;&nbsp;&nbsp;&nbsp;31223 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;313419 | &nbsp;&nbsp;&nbsp;&nbsp;25199 |
| <sup>\*</sup> | Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033 |
| <sup>\*</sup> | Zillow Group Inc. Class C | &nbsp;&nbsp;121689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8524 |
| <sup>\*</sup> | Zillow Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;40430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 |
| <sup>\*</sup> | Compass Inc. Class A | &nbsp;&nbsp;339525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 |
| <sup>\*</sup> | Cushman & Wakefield plc | &nbsp;&nbsp;172536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
|  | Newmark Group Inc. Class A | &nbsp;&nbsp;106682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | Marcus & Millichap Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | eXp World Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>\*</sup> | Anywhere Real Estate Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>\*,1</sup> | Opendoor Technologies Inc. | &nbsp;&nbsp;456715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**83676** |
| **Total Real Estate Management & Development (Cost $87,841)** | **Total Real Estate Management & Development (Cost $87,841)** | **Total Real Estate Management & Development (Cost $87,841)** | &nbsp;&nbsp;**88920** |

---

------

Real Estate Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **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>3,4</sup> | Vanguard Market Liquidity Fund, 4.355% **(Cost $2,613)** | &nbsp;&nbsp;26132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2613** |
| **Total Investments (99.7%) (Cost $1,174,055)** | **Total Investments (99.7%) (Cost $1,174,055)** |  | &nbsp;&nbsp;**1087567** |
| **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3316** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**1090883** |

---

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 $380. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 4 | Collateral of $482 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. | 8/29/25 | BANA | 4887 | (4.337) |  | (128) |

---

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 June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $1,171,442) | 1084954 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $2,613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 |
| Total Investments in Securities | 1087567 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| **Total Assets** | **1092156** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1273** |
| **Net Assets** | **1090883** |
| 1 Includes $380 of securities on loan. |  |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1156837 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(65954) |
| **Net Assets** | **1090883** |
| **Net Assets** |  |
| **Applicable to 95,379,961 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1090883** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$11.44** |

---

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;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16526 |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16576 |
| **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;9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**15164** |
| **Realized Net Gain (Loss)** |  |
| Capital Gain Distributions Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7104 |
| Futures Contracts | &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;(198) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9304** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4091) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(4219)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**20249** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $37, 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.

------

Real Estate Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28589 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18186 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20249 | &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;&nbsp;&nbsp;62024 | &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;&nbsp;(94682) | &nbsp;&nbsp;&nbsp;&nbsp;(223407) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25846) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(12409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39391) |
| **Net Assets** |  |  |
| **Beginning of Period** | **1103292** | &nbsp;&nbsp;&nbsp;**1142683** |
| **End of Period** | **1090883** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$11.74** | &nbsp;&nbsp;&nbsp;**$11.92** | &nbsp;&nbsp;&nbsp;**$11.53** | &nbsp;&nbsp;&nbsp;**$16.56** | &nbsp;&nbsp;&nbsp;**$12.43** | &nbsp;&nbsp;&nbsp;**$13.74** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.160 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.259 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.068 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;(1.054) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.228 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.795) |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.316) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.199) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.515) |
| **Net Asset Value, End of Period** | **$11.44** | &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** |
| **Total Return** | **1.95%** | &nbsp;&nbsp;&nbsp;**4.74%** | &nbsp;&nbsp;&nbsp;**11.70%** | &nbsp;&nbsp;&nbsp;**-26.30%** | &nbsp;&nbsp;&nbsp;**40.21%** | &nbsp;&nbsp;&nbsp;**-4.85%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1091 | &nbsp;&nbsp;&nbsp;$1103 | &nbsp;&nbsp;&nbsp;$1143 | &nbsp;&nbsp;&nbsp;$1094 | &nbsp;&nbsp;&nbsp;$1538 | &nbsp;&nbsp;&nbsp;$1077 |
| Ratio of Total Expenses to Average Net Assets | 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% | &nbsp;&nbsp;&nbsp;0.26% |
| Ratio of Net Investment Income to Average Net Assets | 2.75% | &nbsp;&nbsp;&nbsp;2.59% | &nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;2.19% |
| Portfolio Turnover Rate | 4% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;10% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.26%. |

---

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 six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The portfolio had no open futures contracts at June 30, 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 six months ended June 30, 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.

------

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 six months ended June 30, 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.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $28,000, 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.**

------

Real Estate Index Portfolio

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 1084950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;1084954 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 |
| Total | 1087563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;1087567 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(128) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) |

---

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1177487 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140154 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(230202) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90048) |

---

E. During the six months ended June 30, 2025, the portfolio purchased $46,639,000 of investment securities and sold $64,763,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2025, such purchases were $1,663,000 and sales were $54,000, resulting in net realized gain of $6,000; 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:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;5367 | &nbsp;&nbsp;&nbsp;&nbsp;11484 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842 |
| Redeemed | (8215) | &nbsp;&nbsp;&nbsp;(19234) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1437 | &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 June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 34% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

------

Real Estate Index Portfolio

prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

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

Q692REIT 082025

------

![](tm2519836d7vviftotlintsti001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total International Stock Market Index Portfolio

------

Contents

Financial Statements 1 <br>

------

Total International Stock Market Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** | **Investment Companies (100.0%)** |
| **International Stock Funds (100.0%)** | **International Stock Funds (100.0%)** | **International Stock Funds (100.0%)** | **International Stock Funds (100.0%)** |
|  | Vanguard Developed Markets Index Fund Admiral Shares | &nbsp;&nbsp;30689548 | &nbsp;&nbsp;&nbsp;&nbsp;562540 |
|  | Vanguard FTSE All-World ex-US Index Fund Admiral Shares | &nbsp;&nbsp;13430705 | &nbsp;&nbsp;&nbsp;&nbsp;560598 |
|  | Vanguard Emerging Markets Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;9113171 | &nbsp;&nbsp;&nbsp;&nbsp;373275 |
|  | Vanguard European Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;2541946 | &nbsp;&nbsp;&nbsp;&nbsp;246391 |
|  | Vanguard Pacific Stock Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;1549569 | &nbsp;&nbsp;&nbsp;&nbsp;157839 |
|  | Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;1950855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64749 |
|  | Vanguard FTSE Canada All Cap Index ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36998 |
| **Total Investment Companies (Cost $1,741,018)** | **Total Investment Companies (Cost $1,741,018)** | **Total Investment Companies (Cost $1,741,018)** | **2002390** |
| **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, 4.355% **(Cost $66)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**66** |
| **Total Investments (100.0%) (Cost $1,741,084)** | **Total Investments (100.0%) (Cost $1,741,084)** |  | &nbsp;&nbsp;**2002456** |
| **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;&nbsp;**277** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**2002733** |

---

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 International Stock Market Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value—Affiliated Funds (Cost $1,741,084) | 2002456 |
| Receivables for Accrued Income | &nbsp;&nbsp;&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;1895 |
| **Total Assets** | **2004352** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1619** |
| **Net Assets** | **2002733** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1724047 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;278686 |
| **Net Assets** | **2002733** |
| **Net Assets** |  |
| **Applicable to 83,260,368 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2002733** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$24.05** |

---

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

------

Total International Stock Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Income Distributions Received from Affiliated Funds<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19208 |
| **Net Investment Income—Note B** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19208** |
| **Realized Net Gain (Loss)** |  |
| Affiliated Funds Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9934 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9938** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**269984** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**299130** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $75. |

---

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

------

Total International Stock Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48699 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31597 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;269984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8868) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;299130 | &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;300833 | &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;(158672) | &nbsp;&nbsp;&nbsp;&nbsp;(360953) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;225203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228727 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;441291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247590 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1561442** | &nbsp;&nbsp;&nbsp;**1313852** |
| **End of Period** | **2002733** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$21.38** | &nbsp;&nbsp;&nbsp;**$21.09** | &nbsp;&nbsp;&nbsp;**$19.05** | &nbsp;&nbsp;&nbsp;**$24.23** | &nbsp;&nbsp;&nbsp;**$22.98** | &nbsp;&nbsp;&nbsp;**$21.38** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.247 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.487 |
| 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;3.527 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;3.774 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.132 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.415) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.117) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.532) |
| **Net Asset Value, End of Period** | **$24.05** | &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** |
| **Total Return** | **18.23%** | &nbsp;&nbsp;&nbsp;**5.06%** | &nbsp;&nbsp;&nbsp;**15.54%** | &nbsp;&nbsp;&nbsp;**-16.01%** | &nbsp;&nbsp;&nbsp;**8.53%** | &nbsp;&nbsp;&nbsp;**11.18%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2003 | &nbsp;&nbsp;&nbsp;$1561 | &nbsp;&nbsp;&nbsp;$1314 | &nbsp;&nbsp;&nbsp;$1209 | &nbsp;&nbsp;&nbsp;$1126 | &nbsp;&nbsp;&nbsp;$899 |
| 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 | 0.09% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% |
| Ratio of Net Investment Income to Average Net Assets | 2.22% | &nbsp;&nbsp;&nbsp;3.25% | &nbsp;&nbsp;&nbsp;3.36% | &nbsp;&nbsp;&nbsp;3.16% | &nbsp;&nbsp;&nbsp;3.03% | &nbsp;&nbsp;&nbsp;2.50% |
| Portfolio Turnover Rate | 6% | &nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;22% |
| The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |

---

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. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. 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. 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 six months ended June 30, 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. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily.

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 six months ended June 30, 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.

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.

------

Total International Stock Market Index Portfolio

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

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1748162 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257839 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3545) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254294 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 13582 | &nbsp;&nbsp;&nbsp;&nbsp;24694 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474 |
| Redeemed | (7196) | &nbsp;&nbsp;&nbsp;(16435) |
| Net Increase (Decrease) in Shares Outstanding | 10225 | &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;Jun. 30, 2025<br> Market Value<br> ($000) |
| Vanguard Developed Markets Index Fund | &nbsp;&nbsp;&nbsp;437036 | &nbsp;&nbsp;&nbsp;&nbsp;60972 | &nbsp;&nbsp;22972 | &nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;84669 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;562540 |
| Vanguard Emerging Markets Stock Index Fund | &nbsp;&nbsp;&nbsp;302437 | &nbsp;&nbsp;&nbsp;&nbsp;63510 | &nbsp;&nbsp;30292 | &nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;35565 | &nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;373275 |
| Vanguard European Stock Index Fund | &nbsp;&nbsp;&nbsp;179904 | &nbsp;&nbsp;&nbsp;&nbsp;39799 | &nbsp;&nbsp;14663 | &nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;39236 | &nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;246391 |
| Vanguard FTSE All-World ex-US Index Fund | &nbsp;&nbsp;&nbsp;437594 | &nbsp;&nbsp;&nbsp;&nbsp;64838 | &nbsp;&nbsp;19915 | &nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;75727 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;560598 |
| Vanguard FTSE All-World ex-US Small-Cap Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;49494 | &nbsp;&nbsp;&nbsp;&nbsp;9689 | &nbsp;&nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;9265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64749 |
| 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;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36998 |
| 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;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;10 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Vanguard Pacific Stock Index Fund | &nbsp;&nbsp;&nbsp;122428 | &nbsp;&nbsp;&nbsp;&nbsp;21173 | &nbsp;&nbsp;&nbsp;&nbsp;7019 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;20842 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;157839 |
| Total | 1561875 | &nbsp;&nbsp;260010 | &nbsp;&nbsp;98720 | &nbsp;&nbsp;9934 | &nbsp;&nbsp;269984 | &nbsp;&nbsp;19208 | &nbsp;&nbsp;— | &nbsp;&nbsp;2002456 |

---

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.

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 26% 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

------

Total International Stock Market Index Portfolio

prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

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

Q692TISM 082025

------

![](tm2519836d7vvifttlstckmri001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total Stock Market Index Portfolio

#### (with underlying Equity Index Portfolio)

------

Contents

Financial Statements 1 <br>

------

Total Stock Market Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;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. Stock Funds (100.0%)** | **U.S. Stock Funds (100.0%)** | **U.S. Stock Funds (100.0%)** | **U.S. Stock Funds (100.0%)** |
|  | Vanguard Variable Insurance Funds—Equity Index Portfolio | &nbsp;&nbsp;68307207 | &nbsp;&nbsp;5047902 |
|  | Vanguard Extended Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;4796815 | &nbsp;&nbsp;&nbsp;&nbsp;701630 |
| **Total Investment Companies (Cost $3,910,274)** | **Total Investment Companies (Cost $3,910,274)** | **Total Investment Companies (Cost $3,910,274)** | **5749532** |
| **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, 4.355% **(Cost $2)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2** |
| **Total Investments (100.0%) (Cost $3,910,276)** | **Total Investments (100.0%) (Cost $3,910,276)** |  | &nbsp;&nbsp;**5749534** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1254)** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**5748280** |

---

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 June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value—Affiliated Funds (Cost $3,910,276) | 5749534 |
| 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;2137 |
| **Total Assets** | **5751673** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3393** |
| **Net Assets** | **5748280** |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 3646946 |
| Total Distributable Earnings (Loss) | 2101334 |
| **Net Assets** | **5748280** |
| **Net Assets** |  |
| **Applicable to 104,436,686 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **5748280** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$55.04** |

---

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;Six Months Ended<br> June 30, 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;57737 |
| 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;**57738** |
| **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;107111 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**210294** |
| **Change in Unrealized Appreciation (Depreciation) from Affiliated Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**39237** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**307269** |

---

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

------

Total Stock Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63305 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;210294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307691 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671806 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;307269 | &nbsp;&nbsp;&nbsp;1042802 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(371429) | &nbsp;&nbsp;&nbsp;&nbsp;(398985) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;425736 | &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;(407424) | &nbsp;&nbsp;&nbsp;&nbsp;(617349) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;389741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422108 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;325581 | &nbsp;&nbsp;&nbsp;1065925 |
| **Net Assets** |  |  |
| **Beginning of Period** | **5422699** | &nbsp;&nbsp;&nbsp;**4356774** |
| **End of Period** | **5748280** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$56.16** | &nbsp;&nbsp;&nbsp;**$49.45** | &nbsp;&nbsp;&nbsp;**$42.30** | &nbsp;&nbsp;&nbsp;**$56.94** | &nbsp;&nbsp;&nbsp;**$48.56** | &nbsp;&nbsp;&nbsp;**$42.81** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.574 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.678 |
| Capital Gain Distributions Received<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.025 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.684 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.119 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.354 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.718 | &nbsp;&nbsp;&nbsp;&nbsp;11.165 | &nbsp;&nbsp;&nbsp;&nbsp;10.296 | &nbsp;&nbsp;&nbsp;&nbsp;(10.506) | &nbsp;&nbsp;&nbsp;&nbsp;11.828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.716 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.671) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.295) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.966) |
| **Net Asset Value, End of Period** | **$55.04** | &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** |
| **Total Return** | **5.63%** | &nbsp;&nbsp;&nbsp;**23.71%** | &nbsp;&nbsp;&nbsp;**25.95%** | &nbsp;&nbsp;&nbsp;**-19.59%** | &nbsp;&nbsp;&nbsp;**25.64%** | &nbsp;&nbsp;&nbsp;**20.55%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $5748 | &nbsp;&nbsp;&nbsp;$5423 | &nbsp;&nbsp;&nbsp;$4357 | &nbsp;&nbsp;&nbsp;$3614 | &nbsp;&nbsp;&nbsp;$4254 | &nbsp;&nbsp;&nbsp;$3462 |
| 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 | 0.13% | &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 | 1.15% | &nbsp;&nbsp;&nbsp;1.27% | &nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;1.28% | &nbsp;&nbsp;&nbsp;1.22% | &nbsp;&nbsp;&nbsp;1.66% |
| Portfolio Turnover Rate | 4% | &nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;13% |
| The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. | The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |

---

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. 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 six months ended June 30, 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 six months ended June 30, 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.

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

------

Total Stock Market Index Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;3910277 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1840357 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1100) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;1839257 |

---

E. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;8006 | &nbsp;&nbsp;&nbsp;&nbsp;12188 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;7528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 |
| Redeemed | (7649) | &nbsp;&nbsp;&nbsp;(11731) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;7885 | &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;Jun. 30, 2025<br> Market Value<br> ($000) |
| Vanguard Extended Market Index Fund | &nbsp;&nbsp;&nbsp;695171 | &nbsp;&nbsp;&nbsp;&nbsp;52446 | &nbsp;&nbsp;&nbsp;&nbsp;55535 | &nbsp;&nbsp;&nbsp;&nbsp;20726 | &nbsp;&nbsp;(11178) | &nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;701630 |
| 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;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Vanguard Variable Insurance Funds—Equity Index Portfolio | 4730086 | &nbsp;&nbsp;341568 | &nbsp;&nbsp;160552 | &nbsp;&nbsp;&nbsp;&nbsp;86385 | &nbsp;&nbsp;&nbsp;50415 | &nbsp;&nbsp;53551 | &nbsp;&nbsp;103183 | &nbsp;&nbsp;5047902 |
| Total | 5425260 | &nbsp;&nbsp;394014 | &nbsp;&nbsp;216087 | &nbsp;&nbsp;107111 | &nbsp;&nbsp;&nbsp;39237 | &nbsp;&nbsp;57737 | &nbsp;&nbsp;103183 | &nbsp;&nbsp;5749534 |

---

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 June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 41% 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692TSMI 082025

![](tm2519836d7vvifttlstckmri002.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Equity Index Portfolio

------

Contents

Financial Statements 1 <br>

------

Equity Index Portfolio

Financial Statements (unaudited)

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

The portfolio files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** | **Common Stocks (99.7%)** |
| **Communication Services (9.8%)** | **Communication Services (9.8%)** | **Communication Services (9.8%)** | **Communication Services (9.8%)** |
|  | Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;497776 | &nbsp;&nbsp;&nbsp;&nbsp;367404 |
|  | Alphabet Inc. Class A | &nbsp;&nbsp;1334422 | &nbsp;&nbsp;&nbsp;&nbsp;235165 |
|  | Alphabet Inc. Class C | &nbsp;&nbsp;1076275 | &nbsp;&nbsp;&nbsp;&nbsp;190920 |
| <sup>\*</sup> | Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97572 | &nbsp;&nbsp;&nbsp;&nbsp;130662 |
|  | Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;412188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51115 |
|  | AT&T Inc. | &nbsp;&nbsp;1649713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47743 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;966513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41821 |
|  | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;853828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30473 |
|  | T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;109341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26052 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 |
| <sup>\*</sup> | Charter Communications Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;515260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218 |
|  | TKO Group Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
|  | Fox Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | News Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>1</sup> | Paramount Global Class B | &nbsp;&nbsp;&nbsp;&nbsp;138321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Match Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | News Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  |  |  | **1178819** |
| **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** | **Consumer Discretionary (10.3%)** |
| <sup>\*</sup> | Amazon.com Inc. | &nbsp;&nbsp;2166279 | &nbsp;&nbsp;&nbsp;&nbsp;475260 |
| <sup>\*</sup> | Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;642466 | &nbsp;&nbsp;&nbsp;&nbsp;204086 |
|  | Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;227881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83550 |
|  | McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;163924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47894 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43188 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31614 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28471 |
|  | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;260526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23872 |
| <sup>\*</sup> | DoorDash Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19377 |
|  | NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;270029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19183 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17937 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17666 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;308892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17344 |
|  | Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14513 |
| <sup>\*</sup> | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14240 |
|  | Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14239 |
| <sup>\*</sup> | Airbnb Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13094 |
|  | General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;220413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10847 |
|  | Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;895243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618 |
|  | Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8163 |
|  | eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;105617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7864 |
|  | Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364 |
| <sup>\*</sup> | Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;240389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 |
|  | Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;121376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405 |
| <sup>\*</sup> | Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6011 |
|  | Lennar Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5878 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 |
| <sup>\*</sup> | NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4963 |
|  | PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
| <sup>\*</sup> | Ulta Beauty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 |
|  | Williams-Sonoma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;31719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>\*</sup> | Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | Domino's Pizza Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>\*</sup> | Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;50036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517 |
| <sup>\*</sup> | CarMax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;102696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 |
| <sup>\*</sup> | MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;47549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 |
| <sup>\*</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 |
| <sup>\*</sup> | Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  |  |  | **1248355** |
| **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** | **Consumer Staples (5.5%)** |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;101723 | &nbsp;&nbsp;&nbsp;&nbsp;100700 |
|  | Walmart Inc. | &nbsp;&nbsp;990561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96857 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;537597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85650 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;356871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64997 |
|  | Coca-Cola Co. | &nbsp;&nbsp;888171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62838 |
|  | PepsiCo Inc. | &nbsp;&nbsp;314352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41507 |
|  | Altria Group Inc. | &nbsp;&nbsp;386152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22640 |
|  | Mondelez International Inc. Class A | &nbsp;&nbsp;296888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20022 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;185790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16888 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;311392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 |
|  | Target Corp. | &nbsp;&nbsp;104131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10273 |
| <sup>\*</sup> | Monster Beverage Corp. | &nbsp;&nbsp;160980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084 |
|  | Kroger Co. | &nbsp;&nbsp;140391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10070 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 |
|  | Kenvue Inc. | &nbsp;&nbsp;440093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9211 |
|  | Sysco Corp. | &nbsp;&nbsp;111080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8413 |
|  | General Mills Inc. | &nbsp;&nbsp;125340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;109955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5803 |
|  | Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;33863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416 |
|  | Kraft Heinz Co. | &nbsp;&nbsp;198522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;61527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 |
| <sup>\*</sup> | Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | McCormick & Co. Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp;58052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | Estee Lauder Cos. Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Tyson Foods Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;65772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;28326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401 |
|  | Bunge Global SA | &nbsp;&nbsp;&nbsp;&nbsp;30884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;24247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;109784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | Molson Coors Beverage Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;39430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 |
|  | Walgreens Boots Alliance Inc. | &nbsp;&nbsp;164938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;45317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;41662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**662497** |
| **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** | **Energy (3.0%)** |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;988147 | &nbsp;&nbsp;&nbsp;&nbsp;106522 |
|  | Chevron Corp. | &nbsp;&nbsp;372359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53318 |
|  | ConocoPhillips | &nbsp;&nbsp;289415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25972 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;279929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17582 |
|  | EOG Resources Inc. | &nbsp;&nbsp;125108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14964 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;443183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13030 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11699 |
|  | ONEOK Inc. | &nbsp;&nbsp;143193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11689 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;93399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11143 |
|  | Schlumberger NV | &nbsp;&nbsp;311632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10533 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 |
|  | Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;227052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 |
|  | EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;137158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;162290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5882 |
|  | Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796 |
|  | Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;147568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;175409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  | Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;197570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 |
|  | APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 |
|  |  |  | &nbsp;&nbsp;**358027** |
| **Financials (14.0%)** | **Financials (14.0%)** | **Financials (14.0%)** | **Financials (14.0%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;420425 | &nbsp;&nbsp;204230 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;637175 | &nbsp;&nbsp;184723 |
|  | Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;392292 | &nbsp;&nbsp;139283 |
|  | Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;185979 | &nbsp;&nbsp;104509 |
|  | Bank of America Corp. | &nbsp;&nbsp;1502391 | &nbsp;&nbsp;&nbsp;&nbsp;71093 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;746121 | &nbsp;&nbsp;&nbsp;&nbsp;59779 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70350 | &nbsp;&nbsp;&nbsp;&nbsp;49790 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;126913 | &nbsp;&nbsp;&nbsp;&nbsp;40483 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;283238 | &nbsp;&nbsp;&nbsp;&nbsp;39897 |
|  | S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71978 | &nbsp;&nbsp;&nbsp;&nbsp;37953 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;428208 | &nbsp;&nbsp;&nbsp;&nbsp;36449 |
|  | Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;134409 | &nbsp;&nbsp;&nbsp;&nbsp;35868 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;391601 | &nbsp;&nbsp;&nbsp;&nbsp;35730 |
|  | Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33391 | &nbsp;&nbsp;&nbsp;&nbsp;35036 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146653 | &nbsp;&nbsp;&nbsp;&nbsp;31202 |
|  | Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167293 | &nbsp;&nbsp;&nbsp;&nbsp;25024 |
|  | Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85439 | &nbsp;&nbsp;&nbsp;&nbsp;24753 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112968 | &nbsp;&nbsp;&nbsp;&nbsp;24699 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131526 | &nbsp;&nbsp;&nbsp;&nbsp;24131 |
|  | CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82622 | &nbsp;&nbsp;&nbsp;&nbsp;22772 |
| <sup>\*</sup> | Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127114 | &nbsp;&nbsp;&nbsp;&nbsp;21916 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155197 | &nbsp;&nbsp;&nbsp;&nbsp;20646 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58720 | &nbsp;&nbsp;&nbsp;&nbsp;18797 |
|  | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35477 | &nbsp;&nbsp;&nbsp;&nbsp;17795 |
|  | Aon plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49508 | &nbsp;&nbsp;&nbsp;&nbsp;17662 |
| <sup>\*</sup> | Coinbase Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48469 | &nbsp;&nbsp;&nbsp;&nbsp;16988 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90691 | &nbsp;&nbsp;&nbsp;&nbsp;16907 |
| <sup>\*</sup> | PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;222958 | &nbsp;&nbsp;&nbsp;&nbsp;16570 |
|  | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;357143 | &nbsp;&nbsp;&nbsp;&nbsp;16161 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;164040 | &nbsp;&nbsp;&nbsp;&nbsp;14946 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103520 | &nbsp;&nbsp;&nbsp;&nbsp;14686 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51940 | &nbsp;&nbsp;&nbsp;&nbsp;13896 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;300174 | &nbsp;&nbsp;&nbsp;&nbsp;12904 |
|  | Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60702 | &nbsp;&nbsp;&nbsp;&nbsp;12220 |
|  | Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111531 | &nbsp;&nbsp;&nbsp;&nbsp;11762 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21836 | &nbsp;&nbsp;&nbsp;&nbsp;11655 |
|  | American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132094 | &nbsp;&nbsp;&nbsp;&nbsp;11306 |
|  | MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129265 | &nbsp;&nbsp;&nbsp;&nbsp;10396 |
|  | MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17739 | &nbsp;&nbsp;&nbsp;&nbsp;10231 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8474 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785 |
|  | M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7116 |
|  | Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;153265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 |
|  | Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813 |
|  | Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;333405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5588 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5376 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | W R Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 |
|  | T. Rowe Price Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 |
|  | Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;205276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;226706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | Jack Henry & Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358 |
|  | Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296 |
|  | Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | MarketAxess Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
|  | Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;102598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 |
|  |  |  | **1689222** |
| **Health Care (9.3%)** | **Health Care (9.3%)** | **Health Care (9.3%)** | **Health Care (9.3%)** |
|  | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;180349 | &nbsp;&nbsp;&nbsp;&nbsp;140587 |
|  | Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;551649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84264 |
|  | AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;404990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75174 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64883 |
|  | Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;398867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54250 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;575701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45573 |
| <sup>\*</sup> | Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44654 |
| <sup>\*</sup> | Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;339186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36432 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35091 |
|  | Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34422 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;285207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31621 |
|  | Pfizer Inc. | &nbsp;&nbsp;1303398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31594 |
|  | Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31195 |
|  | Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;146030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28847 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26213 |
|  | Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;293983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25627 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;466580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21598 |
|  | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21021 |
|  | Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20247 |
|  | Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20147 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;290020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20006 |
|  | Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15918 |
|  | HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15213 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 |
|  | Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11860 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11313 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;134466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10517 |
| <sup>\*</sup> | IDEXX Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 |
|  | ResMed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 |
| <sup>\*</sup> | Dexcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7841 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6756 |
| <sup>\*</sup> | Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;113911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183 |
| <sup>\*</sup> | IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417 |
| <sup>\*</sup> | Insulet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
| <sup>\*</sup> | Waters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 |
| <sup>\*</sup> | Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 |
| <sup>\*</sup> | Molina Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | West Pharmaceutical Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
| <sup>\*</sup> | Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
| <sup>\*</sup> | Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
| <sup>\*</sup> | Incyte Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>\*</sup> | Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
|  | Viatris Inc. | &nbsp;&nbsp;269713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Universal Health Services Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;13143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
| <sup>\*</sup> | Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 |
| <sup>\*</sup> | Henry Schein Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>\*</sup> | DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  |  |  | **1121423** |
| **Industrials (8.5%)** | **Industrials (8.5%)** | **Industrials (8.5%)** | **Industrials (8.5%)** |
|  | GE Aerospace | &nbsp;&nbsp;244495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62931 |
| <sup>\*</sup> | Uber Technologies Inc. | &nbsp;&nbsp;479446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44732 |
|  | RTX Corp. | &nbsp;&nbsp;306309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44727 |
|  | Caterpillar Inc. | &nbsp;&nbsp;107827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41860 |
| <sup>\*</sup> | Boeing Co. | &nbsp;&nbsp;172871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36222 |
|  | Honeywell International Inc. | &nbsp;&nbsp;147336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34312 |
|  | GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33113 |
|  | Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;89712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32026 |
|  | Union Pacific Corp. | &nbsp;&nbsp;136984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31517 |
|  | Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;57869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29426 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28701 |
|  | Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp;51133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22366 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22140 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20463 |
|  | TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19583 |
|  | Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | 3M Co. | &nbsp;&nbsp;123359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18780 |
|  | Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17541 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17228 |
|  | Emerson Electric Co. | &nbsp;&nbsp;128958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17194 |
|  | United Parcel Service Inc. Class B | &nbsp;&nbsp;168162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16974 |
|  | General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 |
|  | Johnson Controls International plc | &nbsp;&nbsp;150871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15935 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15506 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15111 |
|  | CSX Corp. | &nbsp;&nbsp;430675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14053 |
| <sup>\*</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14039 |
|  | Carrier Global Corp. | &nbsp;&nbsp;182777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13378 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13230 |
|  | Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12846 |
|  | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11487 |
|  | FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 |
|  | PACCAR Inc. | &nbsp;&nbsp;120344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11440 |
|  | United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226 |
|  | Fastenal Co. | &nbsp;&nbsp;263040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11048 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10748 |
|  | Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10688 |
|  | WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10425 |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10343 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 |
| <sup>\*</sup> | Copart Inc. | &nbsp;&nbsp;201537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 |
|  | AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9578 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;90447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8956 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8583 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7689 |
|  | Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;149576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7210 |
|  | Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6912 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536 |
| <sup>\*</sup> | United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | Hubbell Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Leidos Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;130962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 |
|  | Pentair plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
|  | Rollins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 |
|  | Expeditors International of Washington Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596 |
|  | Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
|  | IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
| <sup>\*</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 |
|  | Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615 |
|  | Paycom Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
| <sup>\*</sup> | Dayforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>\*</sup> | Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | A O Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  |  |  | **1033320** |
| **Information Technology (33.0%)** | **Information Technology (33.0%)** | **Information Technology (33.0%)** | **Information Technology (33.0%)** |
|  | NVIDIA Corp. | &nbsp;&nbsp;5591310 | &nbsp;&nbsp;&nbsp;&nbsp;883371 |
|  | Microsoft Corp. | &nbsp;&nbsp;1704056 | &nbsp;&nbsp;&nbsp;&nbsp;847615 |
|  | Apple Inc. | &nbsp;&nbsp;3424327 | &nbsp;&nbsp;&nbsp;&nbsp;702569 |
|  | Broadcom Inc. | &nbsp;&nbsp;1078010 | &nbsp;&nbsp;&nbsp;&nbsp;297153 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;372897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81526 |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;487686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66481 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;912071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63279 |
|  | International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;213083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62813 |
|  | Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;219981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59987 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;371725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52748 |
|  | Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50484 |
| <sup>\*</sup> | ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48793 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;208271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43241 |
|  | Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;143530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40059 |
| <sup>\*</sup> | Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37803 |
|  | Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;186251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34097 |
|  | Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31579 |
| <sup>\*</sup> | Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31066 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29085 |
|  | Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;293226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28543 |
|  | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;277344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27388 |
|  | KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27154 |
|  | Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;113697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27062 |
| <sup>\*</sup> | Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;236109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24156 |
|  | Intel Corp. | &nbsp;&nbsp;1000035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22401 |
| <sup>\*</sup> | Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19290 |
| <sup>\*</sup> | Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18174 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16088 |
| <sup>\*</sup> | Fortinet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;145659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15399 |
| <sup>\*</sup> | Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15186 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13973 |
|  | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12651 |
| <sup>\*</sup> | Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11921 |
|  | TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11469 |
| <sup>\*</sup> | Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10202 |
|  | Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;112989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8674 |
|  | Dell Technologies Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8418 |
|  | Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 |
| <sup>\*</sup> | Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 |
| <sup>\*</sup> | ANSYS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071 |
|  | Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7015 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>\*</sup> | Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;301465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6165 |
| <sup>\*</sup> | Tyler Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 |
| <sup>\*</sup> | GoDaddy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
| <sup>\*</sup> | Super Micro Computer Inc. | &nbsp;&nbsp;117469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 |
| <sup>\*</sup> | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 |
|  | VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359 |
|  | Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | HP Inc. | &nbsp;&nbsp;216669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 |
| <sup>\*</sup> | ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
| <sup>\*</sup> | PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>\*</sup> | Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 |
| <sup>\*</sup> | First Solar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 |
| <sup>\*</sup> | F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884 |
|  | Gen Digital Inc. | &nbsp;&nbsp;125424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>\*</sup> | Akamai Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
| <sup>\*</sup> | EPAM Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>\*</sup> | Enphase Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
| <sup>\*</sup> | Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  | **3983567** |
| **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** |
|  | Linde plc | &nbsp;&nbsp;107916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50632 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;52849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18146 |
|  | Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15584 |
|  | Newmont Corp. | &nbsp;&nbsp;255169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14866 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14387 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;329277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14274 |
|  | Corteva Inc. | &nbsp;&nbsp;156368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11654 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;30265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 |
|  | Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574 |
|  | PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 |
|  | International Paper Co. | &nbsp;&nbsp;120807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 |
|  | Smurfit WestRock plc | &nbsp;&nbsp;113968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 |
|  | Amcor plc | &nbsp;&nbsp;524028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4318 |
|  | Dow Inc. | &nbsp;&nbsp;161590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 |
|  | Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;20533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576 |
|  | CF Industries Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;59086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;72986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;26440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**226175** |
| **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** | **Real Estate (2.0%)** |
|  | American Tower Corp. | &nbsp;&nbsp;107322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23720 |
|  | Prologis Inc. | &nbsp;&nbsp;212756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22365 |
|  | Welltower Inc. | &nbsp;&nbsp;142471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21902 |
|  | Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17842 |
|  | Digital Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12654 |
|  | Realty Income Corp. | &nbsp;&nbsp;207088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11930 |
|  | Simon Property Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11310 |
|  | Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;36199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10622 |
|  | Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10254 |
| <sup>\*</sup> | CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;67309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | VICI Properties Inc. Class A | &nbsp;&nbsp;242095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7892 |
| <sup>\*</sup> | CoStar Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Extra Space Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166 |

---

------

Equity Index Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6930 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 |
|  | Ventas Inc. | &nbsp;&nbsp;103334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 |
|  | SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;78575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;166668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 |
|  | Invitation Homes Inc. | &nbsp;&nbsp;130345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | Essex Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173 |
|  | Mid-America Apartment Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | Kimco Realty Corp. | &nbsp;&nbsp;155258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
|  | UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | Healthpeak Properties Inc. | &nbsp;&nbsp;158595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;24547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766 |
|  | Regency Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Host Hotels & Resorts Inc. | &nbsp;&nbsp;159408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | BXP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;17659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**246010** |
| **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** | **Utilities (2.4%)** |
|  | NextEra Energy Inc. | &nbsp;&nbsp;471999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32766 |
|  | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23193 |
|  | Southern Co. | &nbsp;&nbsp;252066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147 |
|  | Duke Energy Corp. | &nbsp;&nbsp;178267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21036 |
|  | Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15078 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;122516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12712 |
|  | Sempra | &nbsp;&nbsp;149534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;195519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11051 |
|  | Exelon Corp. | &nbsp;&nbsp;231457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;114385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9629 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;132198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Entergy Corp. | &nbsp;&nbsp;102282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7618 |
|  | NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7191 |
|  | PG&E Corp. | &nbsp;&nbsp;503369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7017 |
|  | DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;47508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | American Water Works Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 |
|  | Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
|  | PPL Corp. | &nbsp;&nbsp;169196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;150002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;84063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;118059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;88430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
|  | NiSource Inc. | &nbsp;&nbsp;108162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | AES Corp. | &nbsp;&nbsp;163353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**288076** |
| **Total Common Stocks (Cost $5,211,793)** | **Total Common Stocks (Cost $5,211,793)** | **Total Common Stocks (Cost $5,211,793)** | **12035491** |
| **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>2,3</sup> | Vanguard Market Liquidity Fund, 4.355% **(Cost $23,861)** | &nbsp;&nbsp;238629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23861** |
| **Total Investments (99.9%) (Cost $5,235,654)** | **Total Investments (99.9%) (Cost $5,235,654)** |  | &nbsp;&nbsp;**12059352** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8182** |
| **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**12067534** |

---

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 $815. |
| 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 $822 was received for securities on loan. |

---

------

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 | September 2025 | 103 | 32207 | &nbsp;&nbsp;171 |

---

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

------

Equity Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $5,211,793) | 12035491 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $23,861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23861 |
| Total Investments in Securities | 12059352 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| **Total Assets** | **12072897** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5363** |
| **Net Assets** | **12067534** |
| 1 Includes $815 of securities on loan. |  |
| **<br>At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;5000705 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;7066829 |
| **Net Assets** | **12067534** |
| **Net Assets** |  |
| **Applicable to 163,304,079 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **12067534** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$73.90** |

---

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

------

Equity Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> June 30, 2025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74613 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74856 |
| **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;138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7846 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**67010** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184717 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**188101** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440436 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**440660** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**695771** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $19. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $217, 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

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129440 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249547 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440660 | &nbsp;&nbsp;&nbsp;&nbsp;1899728 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695771 | &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;518476 | &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;&nbsp;&nbsp;(625403) | &nbsp;&nbsp;&nbsp;&nbsp;(1022556) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494184 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588844 | &nbsp;&nbsp;&nbsp;&nbsp;2256317 |
| **Net Assets** |  |  |
| **Beginning of Period** | **11478690** | &nbsp;&nbsp;&nbsp;&nbsp;**9222373** |
| **End of Period** | **12067534** | &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 | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$72.14** | &nbsp;&nbsp;&nbsp;**$60.89** | &nbsp;&nbsp;&nbsp;**$50.74** | &nbsp;&nbsp;&nbsp;**$65.47** | &nbsp;&nbsp;&nbsp;**$53.76** | &nbsp;&nbsp;&nbsp;**$47.70** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.416 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.798 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;3.728 | &nbsp;&nbsp;&nbsp;&nbsp;13.851 | &nbsp;&nbsp;&nbsp;&nbsp;11.870 | &nbsp;&nbsp;&nbsp;&nbsp;(12.244) | &nbsp;&nbsp;&nbsp;&nbsp;13.978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.014 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;4.144 | &nbsp;&nbsp;&nbsp;&nbsp;14.677 | &nbsp;&nbsp;&nbsp;&nbsp;12.703 | &nbsp;&nbsp;&nbsp;&nbsp;(11.438) | &nbsp;&nbsp;&nbsp;&nbsp;14.716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.812 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.806) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.946) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;(1.752) |
| **Net Asset Value, End of Period** | **$73.90** | &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** |
| **Total Return** | **6.13%** | &nbsp;&nbsp;&nbsp;**24.84%** | &nbsp;&nbsp;&nbsp;**26.11%** | &nbsp;&nbsp;&nbsp;**-18.23%** | &nbsp;&nbsp;&nbsp;**28.55%** | &nbsp;&nbsp;&nbsp;**18.20%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $12068 | &nbsp;&nbsp;&nbsp;$11479 | &nbsp;&nbsp;&nbsp;$9222 | &nbsp;&nbsp;&nbsp;$7592 | &nbsp;&nbsp;&nbsp;$9354 | &nbsp;&nbsp;&nbsp;$7555 |
| Ratio of Total Expenses to Average Net Assets | 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% | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | 1.20% | &nbsp;&nbsp;&nbsp;1.23% | &nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;1.48% | &nbsp;&nbsp;&nbsp;1.25% | &nbsp;&nbsp;&nbsp;1.73% |
| Portfolio Turnover Rate | 2% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;8% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |

---

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 six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

6. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending

------

Equity Index Portfolio

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

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

7. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $301,000, representing less than 0.01% of the portfolio's net assets and 0.12% 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.**

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

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;5236294 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;7248598 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(425369) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;6823229 |

---

E. During the six months ended June 30, 2025, the portfolio purchased $206,960,000 of investment securities and sold $264,318,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2025, such purchases were $12,587,000 and sales were $16,671,000, resulting in net realized gain of $4,724,000; 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:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;14842 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
| Redeemed | (8934) | &nbsp;&nbsp;&nbsp;(15286) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;4182 | &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.

------

Equity Index Portfolio

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 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 subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q692TSMI 082025

------

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

Not applicable.

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

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

Proposal 1—Elect Trustees for each fund.\*

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Trustee | Votes For | Votes Withheld | Abstained | Broker<br> Non-Votes |
| Tara Bunch | 33467339081 | 1740859232 | N/A | N/A |
| Mark Loughridge | 33457135571 | 1751062743 | N/A | N/A |
| Scott C. Malpass | 33280070821 | 1928127493 | N/A | N/A |
| John Murphy | 33559180302 | 1649018011 | N/A | N/A |
| Lubos Pastor | 33461829121 | 1746369192 | N/A | N/A |
| Rebecca Patterson | 33552670129 | 1655528185 | N/A | N/A |
| André F. Perold | 33256669473 | 1951528841 | N/A | N/A |
| Salim Ramji | 33261764717 | 1946433596 | N/A | N/A |
| Sarah Bloom Raskin | 32998675799 | 2209522515 | N/A | N/A |
| Grant Reid | 33466397756 | 1741800558 | N/A | N/A |
| David Thomas | 33135099033 | 2073099281 | N/A | N/A |
| Barbara Venneman | 33176049500 | 2032148813 | N/A | N/A |
| Peter F. Volanakis | 33361390958 | 1846807356 | N/A | N/A |

---

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

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

Not applicable. The Trustees' Fees and Expenses, 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**

The board of trustees of Vanguard Variable Insurance Funds Conservative Allocation Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

The board concluded that the portfolio's acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The portfolio does not incur advisory expenses directly; however, the board noted that each of the underlying funds in which the portfolio invests has advisory expenses below the underlying fund's peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the portfolio ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Equity Index Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Equity Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Global Bond Index Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Global Bond Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

The board reviewed the quality of the investment management services provided to the portfolio since its inception in 2017; it also took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

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

**Investment performance**

The board considered the performance of the portfolio since its inception in 2017, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the portfolio's acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The portfolio does not incur advisory expenses directly; however, the board noted that each of the underlying funds in which the portfolio invests has advisory expenses below the underlying fund's peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the portfolio ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

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

The board of trustees of Vanguard Variable Insurance Funds Mid-Cap Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Moderate Allocation Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Moderate Allocation Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

The board concluded that the portfolio's acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The portfolio does not incur advisory expenses directly; however, the board noted that each of the underlying funds in which the portfolio invests has advisory expenses below the underlying fund's peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the portfolio ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Real Estate Index Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Real Estate Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Total International Stock Market Index Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Total International Stock Market Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

The board reviewed the quality of the investment management services provided to the portfolio since its inception in 2017; it also took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Equity Index Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.

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

**Investment performance**

The board considered portfolio's performance since its inception in 2017, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

The board concluded that the portfolio's acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The portfolio does not incur advisory expenses directly; however, the board noted that each of the underlying funds in which the portfolio invests has advisory expenses below the underlying fund's peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the portfolio ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Total Stock Market Index Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Total Stock Market Index Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

The board concluded that the portfolio's acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The portfolio does not incur advisory expenses directly; however, the board noted that each of the underlying funds in which the portfolio invests has advisory expenses below the underlying fund's peer-group average.

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that Vanguard's arrangement with the portfolio ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 13: Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 14**: **Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.**

Not applicable.

**Item 15**: **Submission of Matters to a Vote of Security Holders.**

Not applicable.

**Item 16**: **Controls and Procedures.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant's Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Internal Control Over Financial Reporting. There were no changes in the Registrant's Internal Control Over Financial Reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**Item 17**: **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable.

**Item 18: Recovery of Erroneously Awarded Compensation.**

Not applicable.

**Item 19: Exhibits.**

(a)(1) Not applicable.

[(a)(2)](tm2519836d7_ex99-cert.htm) [Certifications filed herewith.](tm2519836d7_ex99-cert.htm)

[(a)(2)](tm2519836d7_ex99-906cert.htm) [Certifications filed herewith.](tm2519836d7_ex99-906cert.htm)

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

---

| | |
|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
| \* By: | /s/ Tonya T. Robinson&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |

---

Tonya T. Robinson, pursuant to a [Power of Attorney](http://www.sec.gov/Archives/edgar/data/1532203/000168386325001428/f40903d9.htm) filed on February 28, 2025 (see File Number 333-177613), Incorporated by Reference.

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Salim Ramji, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Variable Insurance Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 18, 2025

---

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

---

<u>CERTIFICATIONS</u>

I, Christine Buchanan, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Variable Insurance Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 18, 2025

---

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

---

## Exhibit 99.906

**Exhibit 99.906CERT**

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Variable Insurance Funds</u>**

In connection with the Report on Form N-CSR of the above-named issuer that is accompanied by this certification, the undersigned hereby certifies, to his knowledge, that:

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

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

Date: August 18, 2025

---

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

---

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard 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: August 18, 2025

---

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

---